Two-dimensional transition metal dichalcogenides with van der Waals gap have been extensively investigated because of intriguing physical and optical properties distinctive from their bulk counterparts. For this reason, the development of exfoliation techniques has been considered as a significant issue. SnSe2 is a layered semiconductor with unique thermo- and opto-electric properties, attracting recent interests in the field of two-dimensional electronics. Since the bandgap of SnSe2 can be tuned by thickness control, an exfoliation method that can produce various thickness samples as desired is of paramount importance. Here, we report two approaches for the exfoliation of SnSe2 bulk crystals: electrochemical and mechanical exfoliations. High quality single crystalline flakes were obtained from both exfoliation methods, while the statistical distributions of thickness and lateral size of SnSe2 flakes were clearly different. With SnSe2 flakes prepared by mechanical exfoliation, we measured the photocurrent while scanning the laser across the SnSe2 flake and electrodes. At zero bias, dominant photothermal currents were detected within the bare flake region, in contrast to previous studies that reported laser-induced photocurrent only at the electrode boundaries or on the electrodes. This peculiar phenomenon and the strong external bias dependence was explained by the large thermoelectric response of SnSe2 along with drift effects. Our finding provides an insight into the property of SnSe2 for future thermoelectric devices.