It was generally assumed that weak van der Waals interactions exist between neighboring layers in the two-dimensional group-IV chalcogenides. Using PbSe as a prototypal example, however, we find additional strong coupling between the Pb-Pb layers, as evidenced by detailed analysis of the differential charge density. The coupling resembles covalent-like bond and exhibits strong harmonicity around the equilibrium distance, which can be fine tuned to obviously reduce the phonon thermal conductivity but slightly change the electronic transport of PbSe. As a consequence, a maximum ZT value of 2.5 can be realized at 900 K for the p-type system. Our work offers an effective and feasible design strategy to enhance the thermoelectric performance of similar layered structures.