As a new carbon allotrope, the recently fabricated graphdiyne has attracted much attention due to its interesting two-dimensional character. Here we demonstrate by multiscale computations that, unlike graphene, graphdiyne has a natural band gap, and simultaneously possess high electrical conductivity, large Seebeck coefficient, and low thermal conductivity. At a carrier concentration of 2.74×10 11 cm -2 for holes and 1.62×10 11 cm -2 for electrons, the room temperature ZT value of graphdiyne can be optimized to 3.0 and 4.8, respectively, which makes it an ideal system to realize the concept of "phonon-glass and electron-crystal" in the thermoelectric community.