PdSe2, a semiconductor with a narrow band gap, shows tremendous promise for high‐performance broadband photodetectors. In this study, highly sensitive, broadband, and flexible PdSe2 thin film photodetectors on polyimide (PI) substrates that can detect light from the UV (365 nm) to infrared (2200 nm) regions are reported. The devices with thick (21 nm) PdSe2 films show decent performance with a decent responsivity of 37.6 mA W−1 at 1550 nm and a fast response time. For the thick PdSe2 film, the bolometric effect dominates the positive photoresponse across all wavelength regions, whereas for the thin PdSe2 film (4.5–13 nm), which shows both positive and negative photoresponses, it dominates in the infrared region. The negative photoresponse of thin PdSe2 in the UV to the VIS region is attributed to the charge transfer‐related adsorption‐desorption of gas molecules. Detailed investigations revealed that the temperature coefficient of resistance (TCR) value is closely correlated to film thickness, with the thinnest film exhibiting the highest absolute TCR value of up to 4.3% °C−1. The value is much larger than that of metals, most 2D materials, amorphous Si, and even commercial VOx. These findings suggest that PdSe2 films have a promising future in broadband photodetectors.