SnSe as a van der Waals (vdW) layered material has an extremely low light‐dark current ratio and renders its application in high‐performance optoelectronics. Herein, a SnSe/InSe vertical‐vdW heterojunction with built‐in electrical field favorable for suppressing the dark current is achieved. The SnSe/InSe heterojunction behaves as a self‐driven photodetector with a typical rectification behavior, photovoltaic effect, and broadband detection ranging from visible to near infrared light (405–808 nm). Moreover, the SnSe/InSe photodetector at near infrared 808 nm still exhibits excellent and balanced photoresponse performance with R of 350 mA W−1, external quantum efficiency of 48% and detectivity of 5.8 × 1010 Jones, respectively. The results pave the way for the applications of the novel SnSe/InSe vdW heterostructures in broadband photodetectors and photovoltaic devices.