Polycrystalline SnSe was synthesized by a melting-annealing-sintering process. X-ray diffraction reveals the sample possesses pure phase and strong orientation along [h00] direction. The degree of the orientations was estimated and the anisotropic thermoelectric properties are characterized. The polycrystalline sample shows a low electrical conductivity and a positive and large Seebeck coefficient. The low thermal conductivity is also observed in polycrystalline sample, but slightly higher than that of single crystal. The minimum value of thermal conductivity was measured as 0.3 W/m·K at 790 K. With the increase of the orientation factor, both electrical and thermal conductivities decrease, but the thermopowers are unchanged. As a consequence, the zT values remain unchanged in the polycrystalline samples despite the large variation in the degree of orientation.