ZrSe2, a member of the group-IVB transition metal dichalcogenides, shows favorable performance in optoelectronic applications. Here, the photoelectric properties of ZrSe2 under high pressure have been systematically investigated. At 13.5 GPa, the photocurrent of ZrSe2 increases three orders of magnitude greater than its initial value. Interestingly, above 23.5 GPa, ZrSe2 exhibits a negative photocurrent response, which can be attributed to the photothermal effect caused by pressure-induced metallization. This study demonstrates the critical role of pressure in regulating the optoelectronic properties of layered materials and the potential application of layered ZrSe2 in pressure-responsive optoelectronic devices.