Quantum confinement effects play important roles in determining the electronic structures and optical properties of 2D quantum systems. Herein, the 2D ZnO/WSe2 van der Waals (vdW) system to study the influence of quantum confinement on excitonic optical properties, considering vdW heterobilayers (HBs), sandwiched trilayers (STs), and superlattice (SL), is taken. First‐principles calculations show that the quasiparticle (QP) bandgap, exciton binding energy, and band alignment depend obviously on quantum confinement. The QP bandgap and exciton binding energy decrease from 2.61 and 0.98 eV (HB) to 2.30 and 0.61 eV (ST), then to 2.02 and 0.28 eV (SL). Moreover, the conduction band offsets can be tuned from 0.87 eV (HB) to 0.79 eV (ST), then to 2.27 eV (SL). In addition, in ZnO/WSe2 vdW HB, increasing interlayer distance from 2.09 to 4.29 Å can induce exciton binding energy increase from 0.77 to 1.02 eV and QP bandgap increase from 2.49 to 2.62 eV. These results may be useful to tune excitonic properties and design optoelectronic devices by forming 2D vdW quantum systems.