The double-beta decay of 82Se to the 0+1 excited state of 82Kr has been studied with the NEMO-3 detector using 0.93 kg of enriched 82Se measured for 4.75 y, corresponding to an exposure of 4.42 kg y. A dedicated analysis to reconstruct the gamma-rays has been performed to search for events in the 2e2g channel. No evidence of a 2nbb decay to the 0+1 state has been observed and a limit of T2n 1/2(82Se; 0+gs -> 0+1) > 1.3 1021 y at 90% CL has been set. Concerning the 0nbb decay to the 0+1 state, a limit for this decay has been obtained with T0n 1/2(82Se; 0+g s -> 0+1) > 2.3 1022 y at 90% CL, independently from the 2nbb decay process. These results are obtained for the first time with a tracko-calo detector, reconstructing every particle in the final state.