Understanding phonon transport at a molecular scale is fundamental to the development of high-performance thermoelectric materials for the conversion of waste heat into electricity. We have studied phonon and electron transport in alkane and oligoyne chains of various lengths and find that due to the more rigid nature of the latter, the phonon thermal conductances of oligoynes are counterintuitively lower than that of the corresponding alkanes. The thermal conductance of oligoynes decreases monotonically with increasing length, whereas the thermal conductance of alkanes initially increases with length and then decreases. This difference in behaviour arises from phonon filtering by the gold electrodes and disappears when higher-Debye-frequency electrodes are used. Consequently a molecule that better transmits higher-frequency phonon modes, combined with a low-Debye-frequency electrode that filters high-energy phonons is a viable strategy for suppressing phonon transmission through the molecular junctions. The low thermal conductance of oligoynes, combined with their higher thermopower and higher electrical conductance lead to a maximum thermoelectric figure of merit of ZT = 1.4, which is several orders of magnitude higher than that of alkanes.