Two dimensional α-In2Se3 has strong thickness-dependent direct bandgap characteristics and is an ideal material for high-performance photodetectors. However, in current research, less attention has been paid to the relationship between its thickness and optoelectronic properties. Additionally, most research has been focused on the mechanical exfoliation of α-In2Se3 nanosheets, which is not conducive to future industrial applications. A modified physical vapor deposition method for the controllable growth of α-In2Se3 was proposed, and the broad-spectrum response performance of three thicknesses of α-In2Se3 nanosheets in the visible to near-infrared wavelength range was systematically studied. The results indicate that the thickness of α-In2Se3 nanosheets can significantly regulate the photoelectric performance, and the photoresponsivity and specific detection rate increase with increasing thickness. In addition, it was found that the α-In2Se3 with a thickness of 32.8 nm exhibited a photocurrent anisotropy ratio (dichroic ratio) of 4 at 635 nm, indicating good polarization-sensitive detection functionality. In summary, the two-dimensional α-In2Se3 prepared by the physical vapor deposition method demonstrates a wide visible-infrared spectral response and good polarization detection ability, making it an ideal candidate material for two-dimensional multifunctional optoelectronic devices.