The present study investigates the structure stability, electronic structures, and optical properties of Zintl compounds CsZn4P3 and CsZn4As3 by first-principles calculations. An assessment of the phonon dispersion curves and elastic constants indicate both dynamic and mechanical stability for the both compounds. By employing the HSE06 hybrid functional, both compounds display direct bandgap with widths of 0.93 eV for CsZn4P3 and 0.66 eV for CsZn4As3. Furthermore, an analysis of the dielectric constant, refractive index, extinction coefficient, and energy loss as functions of photon energy is conducted to study the optical properties. Based on the semi-classical Boltzmann transport theory and the Slack's equation, a large Seebeck coefficient and minimum lattice thermal conductivity are obtained for CsZn4As3, which result in a figure of merit value of 0.79 at 700 K. These findings underscore the potential of CsZn4As3 as a promising candidate for future research and development in the realm of thermoelectric materials.