Most of the studied two-dimensional (2D) materials have been obtained by exfoliation of van der Waals crystals. Recently, there has been growing interest in fabricating synthetic 2D crystals which have no layered bulk analogues. These efforts have been focused mainly on the surface growth of molecules in high vacuum. Here, we report an approach to making 2D crystals of covalent solids by chemical conversion of van der Waals layers. As an example, we use 2D indium selenide (InSe) obtained by exfoliation and converted it by direct fluorination into indium fluoride (InF3), which has a non-layered, rhombohedral structure and therefore cannot be possibly obtained by exfoliation. The conversion of InSe into InF3 is found to be feasible for thicknesses down to three layers of InSe, and the obtained stable InF3 layers are doped with selenium. We study this new 2D material by optical, electron transport and Raman measurements and show that it is a semiconductor with a direct bandgap of 2.2 eV, exhibiting high optical transparency across the visible and infrared spectral ranges. We also demonstrate the scalability of our approach by chemical conversion of large-area, thin InSe laminates obtained by liquid exfoliation into InF3 films. The concept of chemical conversion of cleavable thin van der Waals crystals into covalently-bonded non-cleavable ones opens exciting prospects for synthesizing a wide variety of novel atomically thin covalent crystals.