Vertically aligned SnSe nanosheets were successfully synthesized on different substrates (silicon, quartz, and fluorine-doped tin oxide glass) via a non-catalytic vapour phase synthesis method for the first time. Such substrate independent feature could benefit the fabrication and application of various nanodevices due to the considerably enhanced surface area. The SnSe nanosheets have the thickness of ~20–30 nm and the lateral dimension of several micrometers. The analyses using X-ray diffraction and high-resolution transmission electron microscopy demonstrate that the nanosheets are single crystalline with an orthorhombic crystal structure of the Pnma 62 space group. Two-dimensional nanosheets were formed due to the anisotropic atomic bonding nature of the SnSe crystal, which is apparently different from the oriented attachment growth or the exposed plane suppressing growth. They also revealed faceted edge planes, which was elucidated in detail based upon the difference in the surface energy of each atomic plane. SnSe nanosheets show a direct band gap of ~1.1 eV, ideally meeting the requirements as high-performance light absorbing materials for solar cell applications.