The outstanding thermoelectric material, SnSe, is also known for its inferior mechanical properties, which bring great inconvenience for its application in thermoelectric devices. In this work, SnSe bulks were prepared via a sequential procedure of high-pressure synthesis (HPS), ball milling, and spark plasma sintering (SPS). The produced polycrystalline samples with a unique microstructure of tightly-bound quasi-equiaxed grains exhibited excellent mechanical properties. The Vickers hardness (HV), compressive strength (σ_c), and bending strength (σ_b) reached 1.1 GPa, 300 MPa, and 90 MPa, respectively, all of which are far superior to those of ordinary polycrystalline SnSe. Furthermore, the microstructures did not deteriorate thermoelectric performance. This work demonstrated an effective procedure to prepare polycrystalline microstructure-engineered SnSe materials, which not only show advantages in device applications but also shed light on property enhancement for other layer-structured thermoelectric materials.