Lead‐free double perovskite Cs2AgBiBr6 has attracted significant research interests for optoelectronic applications because of its nontoxicity, inherent stability, and high detection sensitivity. In this work, the 2D Cs2AgBiBr6 with a thickness of ≈5 nm and lateral length larger than 50 µm is successfully fabricated by a space‐confined method. The fabricated ultra‐thin 2D Cs2AgBiBr6 exhibits significant advantages on photodetection, due to its enhanced light–matter interaction. Remarkably, compared with bulk Cs2AgBiBr6, 2D Cs2AgBiBr6‐based photodetectors exhibit dramatically improved optoelectronic properties including ultra‐high detectivity (D*) of 7.4 × 1014 Jones (more than ten times), photoresponsivity (R) of 54.6 A W−1 (exceeding 4.7 times), an on/off ratio of 7.4 × 104 (more than ten times), and a fast response time of ≈1.7 ms (exceeding 30 times). In addition, due to the strong photon recycling effect of Cs2AgBiBr6, optical properties in both light absorption and emission can be effectively engineered by the material thickness, which enables a tunable wavelength‐dependent photodetection. The results provide further insights on the light–matter interaction of environmentally friendly 2D perovskites related materials and shine light on their high‐performance optoelectrical applications.