The thermoelectric properties of PbSe have significantly improved in recent years reaching figures of merit ZT 1.6. The transport properties of the hole doped high temperature thermoelectric material PbSe are particularly interesting and play a key role in this. Here they were analyzed over a wide temperature and hole concentration ranges. The special features observed in the variation of the experimental Seebeck coefficient, and Hall coefficient can be accounted for within the framework of a two band model. Two valence bands separated by a temperature dependent energy offset are considered. The extremum of the light hole band has a density of states mass 0.27mo at room temperature. It is non-parabolic and anisotropic and can be described by the Kane model. The extremum of the heavy hole band is isotropic and parabolic with a much larger density of states mass 2.5mo. We find that for heavily doped compositions the high mass band contributes the Seebeck coefficient even at room temperature. With rising temperature holes are transferred from the light hole to the heavy hole branch giving rise to the anomalous temperature dependent Hall coefficient which is found peaked near 650 K.