In the present paper, using density-functional theory (DFT), the double perovskites Ba2MWO6 (M = Cd, Zn, Mg) have been investigated in terms of their structural, electronic, elastic, optical, and thermoelectric properties. The computed lattice constant was found to be in agreement with the available experimental results. The electronic profile shows a semiconducting nature with an indirect band gap. The elastic constants were calculated and used to determine mechanical properties like Young’s modulus (Y), the shear modulus (G), Poisson’s ratio (n), and the anisotropic factor (AG). The analysis of the elastic constants and their derived parameters shows the mechanical stability with a weak elastic anisotropy of the studied compounds. The thermoelectric properties are calculated and found to increase with temperature, which also demonstrated the semiconducting nature of the compounds with electrons as the majority carriers. The obtained values of the figure of merit (ZT) at 800 K are 0.76, 0.71, and 0.64 for Ba2MgWO6, Ba2ZnWO6, and Ba2CdWO6, respectively. The high values of ZT, make these oxides appropriate for high temperature thermoelectric applications. Further analysis of the complex dielectric constant (ε1(ω) and ε2(ω)), refractive index (n), reflectivity (R) and absorption coefficient function (α) were also reported.