Nanostructured silicon is a promising material for thermoelectric conversion because the thermal conductivity in silicon nanostructures can be strongly reduced with respect to that of bulk materials. We present thermal conductivity measurements, performed with the 3ω technique, of suspended monocrystalline silicon thin films (nanomembranes or nanoribbons) with smooth and rough surfaces. We find evidence for a significant effect of surface roughness on phonon propagation: the measured thermal conductivity for the rough structures is well below that predicted by theoretical models which take into account diffusive scattering on the nanostructure walls. Conversely, the electrical conductivity appears to be substantially unaffected by surface roughness: the measured resistance of smooth and rough nanostructures is comparable, if we take into account the geometrical factors. Nanomembranes are more easily integrable in large area devices with respect to nanowires and are mechanically stronger and able to handle much larger electrical currents, thus enabling the fabrication of thermoelectric devices that can supply higher power levels with respect to existing solutions.