This paper reports on Hall effect, resistivity and thermopower effect measurements under high pressure up to 12 GPa in p-type γ-indium selenide (InSe) and ε-gallium selenide (GaSe). The paper focuses on two applications of transport measurements under pressure: electronic structure and phase transition studies. As concerns the electronic structure, we investigate the origin of the striking differences between the pressure behaviour of transport parameters in both layered compounds. While the hole concentration and mobility increase moderately and monotonously in ε-GaSe up to 10 GPa, a large increase of the hole concentration at near 0.8 GPa and a large continuous increase of the hole mobility, which doubled its ambient pressure value by 3.2 GPa, is observed in γ-InSe. Based on electronic structure calculations the difference is found to arise from the pressure evolution of the valence band maximum. While the shape of the valence band maximum is virtually pressure-insensitive in ε-GaSe, it changes dramatically in γ-InSe, with the emergence of a ring-shaped subsidiary maximum that becomes the absolute valence-band maximum as pressure increases. Transport measurements as a function of pressure and temperature are also used to investigate the phase diagram of InSe and, in particular, the transition to the rock-salt polymorph.