We solve numerically the Boltzmann transport equations of the phonons and electrons to understand the thermoelectric response in heterostructures of M2CO2 (M: Ti, Zr, Hf) MXenes with transition metal dichalcogenide monolayers. Low frequency optical phonons are found to occur as a consequence of the van der Waals bonding, contribute significantly to the thermal transport, and compensate for the reduced contributions of the acoustic phonons (increased scattering cross-sections in heterostructures), such that the thermal conductivities turn out to be similar to those of the bare MXenes. Our results indicate that the important superlattice design approach of thermoelectrics (to reduce the thermal conductivity) may be effective for two-dimensional van der Waals materials when used in conjunction with intercalation. © 2016 IOP Publishing Ltd.