To identify thermoelectric materials containing abundant, low-cost and non-toxic elements, we have studied the electronic structures and thermoelectric properties of (Mg2X)(2)/(Mg2Y)(2) (X, Y = Si, Ge, Sn) superlattices with state-of-the-art first-principles calculations using a modified Becke and Johnson (mBJ) exchange potential. Our results show that (Mg2Ge)(2)/(Mg2Sn)(2) and (Mg2Si)(2)/(Mg2Sn)(2) are semi-metals using mBJ plus spin-orbit coupling (mBJ + SOC), while (Mg2Si)(2)/(Mg2Ge)(2) is predicted to be a direct-gap semiconductor with a mBJ gap value of 0.46 eV and mBJ + SOC gap value of 0.44 eV. Thermoelectric properties are predicted by through solving the Boltzmann transport equations within the constant scattering time approximation. It is found that (Mg2Si )(2)/(Mg2Ge)(2) has a larger Seebeck coefficient and power factor than (Mg2Ge)(2)/(Mg2Sn)(2) and (Mg2Si)(2)/(Mg2Sn)(2) for both p-type and n-type doping. The detrimental influence of SOC on the power factor of p-type (Mg2X)(2)/(Mg2Y)(2) (X, Y = Si, Ge, Sn) is analyzed as a function of the carrier concentration, but there is a negligible SOC effect for n-type. These results can be explained by the influence of SOC on their valence and conduction bands near the Fermi level.