Superionic conductors in the chalcogenide-based copper selenide family have been considered as a promising class of thermoelectric materials, which offer great prospects for converting ubiquitous waste heat into highly demanded electrical energy. Further improvement of the thermoelectric figure-of-merit, zT, for Cu2Se is very desirable for its practical applications. Since any enhancement in electrical conductivity is often accompanied by a reduction in the Seebeck coefficient or thermal power or vice versa, a significant reduction of thermal conductivity becomes an important strategy for improvement of zT. In this work, we demonstrate that insulating-boron nano-particle inclusion in Cu2Se has little effect on the overall power factor but can significantly reduce the thermal conductivity, resulting in great improvement in zT, by a factor of 1.6-2.6 compared to undoped samples over a wide range of temperatures. Microstructure studies by high resolution transmission electron microscopy revealed that boron nanostructures interspaced between Cu2Se microscale grains are responsible for the great reduction in thermal conductivity and, in turn, the significantly enhanced zT. The enhancement of thermal boundary resistance ascribed to the strong acoustic mismatch between Cu2Se and boron is responsible for the low thermal conductivity of the microstructured composite. Our findings offer an effective approach of using insulating nano-particles to significantly improve the Seebeck coefficient and significantly reduce lattice thermal conductivity for achieving high zT in Cu2Se and many other similar thermoelectric composites.