In summary, high‐performance Gr/MoSe2/Si heterojunction photodetectors were constructed by depositing MoSe2 film with vertically standing layered structure on Si substrate. The heterojunction photodetectors can surpass conventional mono‐/multilayer structured MoSe2 photodetectors in terms of high light sensitivity (due to stronger light absorption of the thick film) and ultrafast response speed (due to presence of strong built‐in electric field and short transmit time). The high in‐plane mobility of MoSe2 ensures the fast separation and transport of photogenerated carriers from the junction interface to top electrode in the vertically aligned MoSe2 film. Moreover, three‐layer graphene was used as transparent electrode to further enhance the carrier collection and thus reduce the recombination at junction interface. As a result, the Gr/MoSe2/Si heterojunction photodetectors exhibited outstanding device characteristics with a wide response spectrum range of 365–1310 nm and an ultrafast response speed of ≈270 ns, which represent the best results achieved for MoSe2‐based photodetectors thus far. This work unveils the great potential of MoSe2/Si heterojunction for high‐performance optoelectronic devices.