Two-dimensional (2D) semiconductors with intrinsic ferromagnetism are highly desirable for potential applications in next-generation spintronic and optoelectronic devices. However, controllable synthesis of intrinsic 2D magnetic semiconductor on a substrate is still a challenging task. Herein, large-area 2D non-layered rock salt (α-phase) MnSe nanosheets were grown on mica substrates, with the thickness changing from 54.2 to 0.9 nm (one unit cell), by chemical vapour deposition. The X-ray diffraction, Raman spectroscopy, transmission electron microscopy, and X-ray photoelectron spectroscopy measurements confirmed that the resulting 2D α-MnSe nanosheets were obtained as high-quality single crystals. The magnetic hysteresis loops and synchrotron X-ray measurements directly indicated the anomalous magnetic properties in α-MnSe nanosheets. Comprehensive analysis of the reasons for magnetic property revealed that the low-temperature phase transition, small number of stacking differences in crystals, and surface weak oxidation in (111)-oriented α-MnSe were the main mechanisms. Furthermore, α-MnSe nanosheets exhibited broadband photoresponse from 457 to 671 nm with an outstanding detectivity and responsivity behaviours. This study presents the detailed growth process of ultrathin 2D magnetic semiconductor α-MnSe, and its outstanding magnetic properties and broadband photodetection, which provide an excellent platform for magneto–optical and magneto–optoelectronic research.