Both experimental and theoretical works have demonstrated that two-dimensional materials exhibit strong thickness-dependent electronic and linear optical properties. However, the nonlinear optical (NLO) effect with respect to the thickness still needs to be further investigated, which is of great significance to design different photonic devices. Herein, we develop the physical vapor deposition technique to prepare a series of antimony selenide (Sb2Se3) films. The relationship between the thickness of Sb2Se3 film and the NLO absorption was investigated by a Z-scan system under 35fs, 800nm laser excitation. The result shows the thicker Sb2Se3 film (∼50nm) performs a larger third-order NLO susceptibility (Imχ(3)) approximately −4.59×10−8 esu, which can be interpreted by the stronger photon absorption, lower saturable intensity, and larger absorption cross-section of ground-state. More importantly, the Imχ(3) absolute value of thick Sb2Se3 film is also far larger than those of graphene, black phosphorus, transition metal dichalcogenide, MXenes, and heterostructure. This work demonstrates that Sb2Se3 film is an excellent saturable absorber and provides a promising application in nonlinear photonics.