In the latest experimental success, NbOI2 two-dimensional (2D) crystals with anisotropic electronic and optical properties have been fabricated (Adv. Mater. 33 (2021), 2101505). In this work inspired by the aforementioned accomplishment, we conduct first-principles calculations to explore the mechanical, electronic, and optical properties of NbOX2 (X = Cl, Br, I) nanosheets. We show that individual layers in these systems are weakly bonded, with exfoliation energies of 0.22, 0.23, and 0.24 J m-2, for the isolation of the NbOCl2, NbOBr2, and NbOI2 monolayers, respectively, distinctly lower than those of the graphene. The optoelectronic properties of the single-layer, bilayer, and bulk NbOCl2, NbOBr2, and NbOI2 crystals are investigated via density functional theory calculations with the HSE06 approach. Our results indicate that the layered bulk NbOCl2, NbOBr2, and NbOI2 crystals are indirect gap semiconductors, with band gaps of 1.79, 1.69, and 1.60 eV, respectively. We found a slight increase in the electronic gap for the monolayer and bilayer systems due to electron confinement at the nanoscale. Our results show that the monolayer and bilayer of these novel 2D compounds show suitable valence and conduction band edge positions for visible-light-driven water splitting reactions. The first absorption peaks of these novel monolayers along the in-plane polarization are located in the visible range of light which can be a promising feature to design advanced nanoelectronics. We found that the studied 2D systems exhibit highly anisotropic mechanical and optical properties. The presented first-principles results provide a comprehensive vision about direction-dependent mechanical and optical properties of NbOX2 (X = Cl, Br, I) nanosheets.