Energy harvesting along with the thermoelectric materials has been investigated over recent decades with increased interest. This is not only due to their structural capability for demonstrating and integrating various new concepts to enhance the thermoelectric figure of merit but also high thermal stability, which is useful for thermoelectric devices. In the present investigation, we have used density functional theory combined with Boltzmann transport scheme to predict the properties of Co2XAl (X = Zr, Nb, Hf) Heuslers. The elastic parameters are simulated to determine the strength and ductile nature of these materials. Three different methods for exchange correlations are utilized to investigate the band profile for that modified Becke-Johnson potential illustrates the better results than generalized gradient approximation and GGA + U functional. The band profile found to be n-type (indirect band-gap) for Co2NbAl and p-type (direct band-gap) for Co2ZrAl and Co2HfAl Heuslers near the Fermi level. The formation and cohesive energy approve the thermodynamic stability of these materials. The band occupation and density of states in the post DFT treatment are used to predict the relations among various transport properties. The most important lattice portion of thermal conductivity has been keenly determined by Slack's equation. The half-metallic nature along with efficient thermoelectric parameters, including electrical conductivity, Seebeck coefficient, thermal conductivity, power factor, and zT suggest the likelihood of these materials to have a potential application in designing the shape of memory devices and imminent thermoelectric and energy harvesting materials.