In current research, less attention has been paid to the relationship between the thickness and optoelectronic properties of α-In₂Se₃ and 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.