Despite the attractive thermoelectric properties in single crystals, the fabrication of high-performance polycrystalline SnSe by a cost-effective strategy remains challenging. In this study, we prepare the undoped SnSe ceramic with remarkable thermoelectric efficiency by the combination of a cold sintering process (CSP) and thermal annealing. The high sintering pressure during CSP induces not only highly oriented grains but also a high concentration of lattice dislocations and stacking faults, which leads to large lattice strain that can shorten the phonon relaxation time. Meanwhile, the thermal annealing breaks the highly resistive SnO x layers at grain boundaries, which improves the electrical conductivity and power factor. In addition, the grain growth during annealing further turns the broken SnO x layers into nanoparticles, which further lowers the thermal conductivity by enhanced scattering. As a result, a peak ZT of 1.3 at 890 K and a high average ZT of 0.69 are achieved in the polycrystalline SnSe, suggesting great potential in mid-temperature power generation. This work may pave the way for the mass production of SnSe-based ceramics for thermoelectric devices.