Atomic layers of two-dimensional (2D) materials have recently been the focus of extensive research. This follows from the footsteps of graphene, which has shown great potential for ultra-thin optoelectronic devices. In this paper, we present a comprehensive study on the synthesis, characterization and thin film photo-detector application of atomic layers of InSe. Correlation between resonance Raman spectroscopy and photoconductivity measurements allows us to systematically track the evolution of the electronic band structure of 2D InSe as its thickness approaches few atomic layers. Analysis of photoconductivity spectra suggest that few-layered InSe has an indirect band-gap of 1.4 eV, which is 200 meV higher than bulk InSe due to the suppressed inter-layer electron orbital coupling. Temperature dependent photocurrent measurements reveal that the suppressed inter-layer interaction also results in more localized pz-like orbitals, and these orbitals couple strongly with the in-plane E' and E" phonons. Finally, we measure an extremely strong photo-response of 34.7 mA/W, fast response time of 488 μs and high external quantum efficiency for a few layered InSe suggesting that it is an excellent material for thin film optoelectronic applications.