The intercalated iron selenide (Li,Fe)OHFeSe has a strongly layered structure analogous to the quasi two-dimensional (2D) bismuth cuprate superconductors, and exhibits both high-temperature (T
c) and topological superconductivity. However, the issue of its superconductivity dimensionality has not yet been fully investigated so far. Here we report that the quasi-2D superconductivity features, including the high anisotropy γ = 151 and the associated quasi-2D vortices, are also revealed for (Li,Fe)OHFeSe, based on systematic experiments of the electrical transport and magnetization and model fittings. Thus, we establish a new vortex phase diagram for (Li,Fe)OHFeSe, which delineates an emergent quasi-2D vortex-liquid state, and a subsequent vortex-solid dimensional crossover from a pancake-like to a three-dimensional state with decreasing temperature and magnetic field. Furthermore, we find that all the quasi-2D characteristics revealed here for the high-T
c iron selenide superconductor are very similar to those reported for the high-T
c bismuth cuprate superconductors.