Due to their unique structure and photoelectrical properties, two-dimensional (2D) materials have attracted enormous attention on next-generation optoelectronic devices. Recently, the newly discovered 2D layered Bi2O2Se has exhibited outstanding sensitivity and optoelectronic properties. However, the performance of these 2D layered Bi2O2Se photodetectors can be limited by the high dark currents. The suitable band structure of 2D MoSe2 can form a type-II heterojunction with Bi2O2Se, which can reduce the dark current, modulate the interlayer transition energy and induce the charge spatial separation. Herein, we demonstrated a photodetector based on the heterojunction fabricated by van der Waals assembly between Bi2O2Se and few-layer MoSe2, showing visible to near-infrared detection range. Moreover, our results showed that the dark current of this photodetector was significantly reduced and the I-on/I-off ratio was greatly improved. Importantly, it exhibited a broad detection range from 405 to 808 nm with a responsivity of 413.1 mA W-1, a high detectivity of 3.7 x 10(11) Jones (at 780 nm) at room temperature. Compared with the 2D Bi2O2Se photodetector, the photocurrent response and recovery time in the heterojunction photodetector was greatly reduced from 1.92/1.31 to 0.79/0.49 s at room temperature. Our results showed that 2D Bi2O2Se/MoSe2 heterojunction has a great potential for broadband and fast photodetection.