Few-layer InSe draws tremendous research interests owing to the superior electronic and optical properties. It exhibits high carrier mobility up to more than 1000 cm2/Vs at room temperature. The strongly layer-tunable band gap spans a large spectral range from near-infrared to the visible. In this perspective, we systematically review the optical properties of few-layer InSe. Firstly, the intrinsic optical and electronic properties are introduced. Compared to other two-dimensional (2D) materials, the light-matter interaction of few-layer InSe is unusual. The band gap transition is inactive or extremely weak for in-plane polarized light, and the emission light is mainly polarized along the out-of-plane direction. Secondly, we will present several schemes to tune the optical properties of few-layer InSe such as external strain, surface chemical doping and van der Waals (vdW) interfacing. Thirdly, we survey the applications of few-layer InSe in photodetection and heterostructures. Overall, few-layer InSe exhibits great potential not only in fundamental research, but also in electronic and optoelectronic applications.