Germanium diselenide (GeSe2) has recently emerged as a new member of in‐plane anisotropic 2D materials, notable for its wide bandgap of 2.74 eV, excellent air stability, and high performance in polarization‐sensitive photodetection. However, the interlayer interaction in GeSe2 has never been reported, which usually plays an important role in layer‐number‐dependent physical properties. Here, the interlayer coupling in GeSe2 is systematically investigated from theory to experiment. Unexpectedly, all of density functional theory (DFT) calculations about layer‐dependent band structures, cleavage energy, binding energy, translation energy, and interlayer differential charge density demonstrate the much weaker interlayer interaction in GeSe2 when compared with black phosphorus (BP). Furthermore, both thickness‐dependent and temperature‐dependent Raman spectra of GeSe2 flakes, which exhibit no detectable changes of Raman peaks with the increase in thickness and a small first‐order temperature coefficient of −0.0095 cm−1 K−1, respectively, experimentally confirm the weakly coupled layers in GeSe2. The results establish GeSe2 as an unusual member of in‐plane anisotropic 2D materials with weak interlayer interaction.