Indium selenides have attracted extensive attention in high-efficiency thermoelectrics for waste heat energy conversion due to their extraordinary and tunable electrical and thermal properties. This Review aims to provide a thorough summary of the structural characteristics (e.g. crystal structures, phase transformations, and structural vacancies) and synthetic methods (e.g. bulk materials, thin films, and nanostructures) of various indium selenides, and then summarize the recent progress on exploring indium selenides as high-efficiency thermoelectric materials. By highlighting challenges and opportunities in the end, this Review intends to shine some light on the possible approaches for thermoelectric performance enhancement of indium selenides, which should open up an opportunity for applying indium selenides in the next-generation thermoelectric devices.