The fields of nonlinear optics, photovoltaics, and thermoelectrics have been strongly impacted by materials research, and quaternary chalcogenides are one general class of materials that has recently generated strong interest. An understanding of the thermal properties is paramount in these and other applications of interest. The thermal properties of BaCdSnSe₄, a quaternary chalcogenide that is of interest for applications in nonlinear optics, are reported. Specifically, the thermal conductivity over a large temperature range and heat capacity are evaluated in light of the structural features of this material. Low thermal conductivity results from the complex unit cell as well as local dynamic disorder from Cd in the CdSe₄ tetrahedra in the crystal structure. The results and analyses reported herein are presented to enhance the fundamental understanding of the thermal properties of these materials, and can be related and applied to other quaternary chalcogenides that are of interest for energy‐related applications.