We have examined structural, electronic, optical and thermoelectric properties of alpha phase of half-Heusler materials LiZnX (X = N, P & As) using first-principles calculation based on density functional theory followed by semi-classical Boltzmann theory using linearized augmented plane wave (LAPW) technique employing hybrid functionals. The band gap of LiZnX (X = N, P & As) is 1.91 eV, 2.04 eV and 1.51 eV correspondingly; which is in best agreement with available theoretical and experimental statistics. The optical parameters for example, dielectric constant, refractive index, optical conductivity, reflectivity and absorption parameter have been computed. We have also computed transport properties for example, Seebeck coefficient, thermal conductivity, electrical conductivity, power factor (P.F.) and figure of merit (ZT) at three distinct temperatures 300 K, 550 K and 800 K. A detailed comparison between calculated results and earlier available data shows that these compounds are potential photovoltaic in the visible and near-infrared regions; while they block the harmful ultraviolet radiation and hence may be successfully used for optoelectronic devices and as a shield for UV radiation. Also, these compounds have been detected as potential candidates for thermoelectric applications.