Selenium (Se) is located in the fourth period of the periodic table in group VIA (element 34). In this experiment, three different solvents (isopropyl alcohol, N-methyl-2-pyrrolidone, and ethanol) were used to prepare the two-dimensional (2D) Se nanosheets, which were manufactured by the liquid phase exfoliation (LPE) method with a thickness of 3.35 ~ 4.64 nm and a transverse scale of several hundred nanometers. The nonlinear absorption (NLA) properties at 355, 532, and 1064 nm were studied using the open aperture Z-scan technique. Final results showed that Se nanosheets exhibited optical limiting (OL) effect in all three wavebands and three solvents, and had large two-photon absorption coefficients, especially in ultraviolet (UV) waveband. Which proved that Se nanosheets had great potential application as excellent OL materials in UV waveband. Our research broadens the path for the semiconductor field of Se, inspires the application of Se in nonlinear optics field.