Pentagonal compounds, as a new family of 2D materials, have recently been extensively studied in the fields of electrocatalysis, photovoltaics, and thermoelectrics. Encouraged by the successful synthesis of pentagonal PdSe2, the thermoelectric properties of low-cost pentagonal NiX2 (X = S, Se, and Te) monolayers are theoretically predicted with the help of first-principles calculations and the semiclassical Boltzmann transport theory. The high dynamic and thermal stabilities of pentagonal NiX2 (X = S, Se, and Te) monolayers are confirmed according to the phonon dispersion spectrums and ab initio molecular dynamics (AIMD) simulations. Indirect semiconductor features with wide bandgaps of 2.44, 2.31, and 1.88 eV at the Heyd-Scuseria-Ernzerhof (HSE06) level are discovered for pentagonal NiS2, NiSe2, and NiTe2 monolayers. Combining the Boltzmann transport equation and deformation potential theory, the Seebeck coefficient, power factor, and thermoelectric figure of merit (ZT) of NiX2 (X = S, Se, and Te) monolayers are evaluated from 300 to 600 K. The strongly anisotropic ZT values are discovered, which are attributed to the significant differences in electrical and thermal transport along the x and y directions. In addition, low lattice thermal conductivities are observed at 600 K for the pentagonal NiTe2 monolayer, accompanying higher ZT values of 1.81 and 1.58 along the x and y directions. The predicted thermoelectric properties indicate that the low-cost pentagonal NiSe2 and NiTe2 monolayers are potential anisotropic thermoelectric materials with high performance.