Thermoelectric power generation can play a key role in a sustainable energy future by converting waste heat from power plants and other industrial processes into usable electrical power. Current thermoelectric devices, however, require energy intensive manufacturing processes such as alloying and spark plasma sintering. Here, we describe the fabrication of a p-type thermoelectric material, copper selenide (Cu₂Se), utilizing solution-processing and thermal annealing to produce a thin film that achieves a figure of merit, ZT, which is as high as its traditionally processed counterpart, a value of 0.14 at room temperature. This is the first report of a fully solution-processed nanomaterial achieving performance equivalent to its bulk form and represents a general strategy to reduce the energy required to manufacture advanced energy conversion and harvesting materials.