Inspired by the experimental synthesis of penta-FeS2 sheets from chemically cleaving bulk iron pyrite via liquid-phase exfoliation, going beyond the reported mechanical exfoliation, chemical vapor deposition, molecular beam epitaxy and high-pressure method, in this work, we theoretically demonstrate that stable penta-OsP2 and penta-RhS2 sheets can also be chemically exfoliated from the existing bulk marcasite and pyrite materials. We show that the resulting penta-sheets have monoclinic symmetry, which has not been seen in any binary penta-sheet reported so far. Penta-OsP2 and penta-RhS2 possess weak harmonicity and strong anharmonicity because of the low symmetry of their geometric configurations and the heavy transition elements in their compositions, as revealed by a detailed analysis of their phonon group velocities, three-phonon phase spaces, Grüneisen parameters and three-phonon scattering rates based on density functional theory and phonon Boltzmann transport theory. The strong phonon scattering in the penta-OsP2 and penta-RhS2 sheets leads to low lattice thermal conductivities of 3.19 and 2.90 W m−1 K−1 at 300 K and the optimized ZT values of 1.21 and 1.33, respectively. The lattice thermal conductivities and the optimized ZT values are an order of magnitude lower and higher than those of penta-PdS2, respectively. These findings expand the family of pentagon-based sheets in geometry, chemical composition, and functionality.