Achieving high thermoelectric power factor in thin film heterostructures is essential for integrated and miniaturized thermoelectric device applications. In this work, we demonstrate a mechanism to enhance thermoelectric power factor through coupling the interfacial confined two-dimensional electron gas (2DEG) with thin film conductivity in a transition metal dichalcogenides-SrTiO3 heterostructure. Owing to the formed conductive interface with two-dimensional electron confinement effect and the elevated conductivity, the ZrTe2/SrTiO3 (STO) heterostructure presents enormous thermoelectric power factor as high as 4×10^5 μW cm^(-1) K^(-2) at 20 K and 4800 μW cm^(-1) K^(-2) at room temperature. Interfacial reaction induced degradation of Ti cations valence number from Ti4+ to Ti3+ is attributed to be responsible for the formation of the quasi-two-dimensional electrons at the interface which results in very large Seebeck coefficient; and the enhanced electrical conductivity is suggested to be originated from the charge transfer induced doping in the ZrTe2. By taking the thermal conductivity of STO substrate as a reference, the effective zT value of this heterostructure can reach 15 at 300 K. This superior thermoelectric property makes this heterostructure a promising candidate for future thermoelectric device, and more importantly, paves a new pathway to design promising high-performance thermoelectric systems.