Thermoelectric properties of the system La$_2$NiO$_{4+delta}$ have been studied ab initio. Large Seebeck coefficient values are predicted for the parent compound, and to some extent remain in the hole-doped metallic phase, accompanied of an increase in the conductivity. This system, due to its layered structure would be a suitable candidate for an improvement of its thermoelectric figure of merit by nanostructurization in thin films, that has already been shown to increase the electrical conductivity ($sigma$). Our calculations show that in the region around La$_2$NiO$_{4.05}$ the system has a large thermopower at high temperatures and also a substantially increased $sigma$. Films grown with this low-doping concentration will show an optimal relationship between thermopower and $sigma$. This result is obtained for various exchange-correlation schemes (correlated, uncorrelated and parameter-free) that we use to analyze the electronic structure of the hole-doped compound.