Copper antimony selenide (Cu3SbSe4), a ternary Cu-based material, is a promising p-type thermoelectric material. In this study, the morphology of Cu3SbSe4 particles was controlled using the shape of Se during the synthesis process. To this end, Se particles with a size of 20 μm were exfoliated to form nanosheets through an ultrasonication process without the oxidation of Se. The variation in the morphology of Cu3SbSe4 nanoparticles and nanosheets affected their grain size, thus affecting their electrical conductivity and lattice thermal conductivity owing to the phonon and electron scattering at the interface of the grains. By combining the effects of the morphological variation with the electrical and lattice thermal conductivity, the Cu3SbSe4 synthesized using Se nanosheets exhibited improved thermoelectric performance. The synthesized Cu3SbSe4 nanosheets achieved a maximum thermoelectric figure of merit value of 0.40, which was 1.41 times higher than that of Cu3SbSe4 nanoparticles.