InSe nanoparticles obtained by laser ablation in liquid were experimentally studied. A pulsed Nd:YAG laser with a wavelength of λ=1064 nm, a duration of 10 ns and an energy of 135 mJ per pulse was used as a radiation source. Using X-ray diffraction analysis, the structure and size of the nanoparticles were determined, which turned out to be 10-45 nm. It was shown that the observed features in the absorption and luminescence spectra of InSe nanoparticles are due to interband transition and discrete energy levels located above the conduction band. Nonlinear optical phenomena caused by a change in the refractive index of the medium were detected in InSe nanoparticles.