We report the direct growth of large, atomically thin GaSe single crystals on insulating substrates by vapor phase mass transport. A correlation is identified between the number of layers and a Raman shift and intensity change. We found obvious contrast of the resistance of the material in the dark and when illuminated with visible light. In the photoconductivity measurement we observed a low dark current. The on-off ratio measured with a 405 nm at 0.5 mW/mm(2) light source is in the order of 10(3); the photoresponsivity is 17 mA/W, and the quantum efficiency is 5.2%, suggesting possibility for photodetector and sensor applications. The photocurrent spectrum of few-layer GaSe shows an intense blue shift of the excitation edge and expanded band gap compared with bulk material.