Photodetectors (PDs) based on 2D materials are promising for photonics integration, offering fast response times, high responsivities, and low‐noise detection across a wide range of wavelengths. Here, a novel PD structure consisting of a 35‐nm‐thick SnSe2 layer covering a proton‐exchanged thin‐film lithium niobate (TFLN) waveguide is presented. This device displays ultrasensitive bidirectional photoresponse characteristics at various wavelengths and can detect photon energies below the SnSe2 bandgap. Under irradiation at 850 and 450 nm, the device exhibits a positive photoresponse driven by the photoconductive effect, achieving high responsivity of 761.78 A W−1 (0.95 nW) and 694.91 A W−1 (2.125 nW), respectively. Conversely, under irradiation at 1550 and 1310 nm, the device exhibits a negative photoresponse driven by the bolometric effect. The responsivity and response/recovery times under 1550 nm irradiation are measured to be 3.13 A W−1 (578 nW) and 21.3/20.4 ms, respectively. The PD exhibits one of the highest responsivities reported for 2D material‐integrated waveguide PDs. This high‐performance SnSe2/TFLN waveguide PD has broad potential for application in optical communication and multifunctional photonic circuits in the visible to near‐infrared (NIR) band.