Thermoelectric materials (TMs) can uniquely convert waste heat into electricity, which provides a potential solution for the global energy crisis that is increasingly severe. Bulk Cu2Se, with ionic conductivity of Cu ions, exhibits a significant enhancement of its thermoelectric figure of merit zT by a factor of ~3 near its structural transition around 400 K. Here, we show a systematic study of the electronic structure of Cu2Se and its temperature evolution using high-resolution angle-resolved photoemission spectroscopy. Upon heating across the structural transition, the electronic states near the corner of the Brillouin zone gradually disappear, while the bands near the centre of Brillouin zone shift abruptly towards high binding energies and develop an energy gap. Interestingly, the observed band reconstruction well reproduces the temperature evolution of the Seebeck coefficient of Cu2Se, providing an electronic origin for the drastic enhancement of the thermoelectric performance near 400 K. The current results not only bridge among structural phase transition, electronic structures, and thermoelectric properties in a condensed matter system, but also provide valuable insights into the search and design of new generation of thermoelectric materials.