Two-dimensional (2D) ZrS2 monolayer (ML) has emerged as a promising candidate for thermoelectric (TE) device applications due to its high TE figure of merit, which is mainly contributed by its inherently low lattice thermal conductivity. This work investigates the effect of the lattice anharmonicity driven by temperature-dependent phonon dispersions on thermal transport of ZrS2 ML. The calculations are based on the self-consistent phonon (SCP) theory to calculate the thermodynamic parameters along with the lattice thermal conductivity. The higher- order (quartic) force constants were extracted by using an efficient compressive sensing lattice dynamics technique, which estimates the necessary data based on the emerging machine learning program as an alternative of computationally expensive density functional theory calculations. Resolve of the degeneracy and hardening of the vibrational frequencies of low-energy optical modes were predicted upon including the quartic anharmonicity. As compared to the conventional Boltzmann transport equation (BTE) approach, the lattice thermal conductivity of the optimized ZrS2 ML unit cell within SCP + BTE approach is found to be significantly enhanced (e.g., by 21% at 300 K). This enhancement is due to the relatively lower value of phonon linewidth contributed by the anharmonic frequency renormalization included in the SCP theory. Mainly, the conventional BTE approach neglects the temperature dependence of the phonon frequencies due to the consideration of harmonic lattice dynamics and treats the normal process of three-phonon scattering incorrectly due to the use of quasi-particle lifetimes. These limitations are addressed in this work within the SCP + BTE approach, which signifies the validity and accuracy of this approach.