Two-dimensional (2D) materials have recently been the focus of extensive research. By following a similar trend as graphene, other 2D materials, including transition metal dichalcogenides () and metal mono-chalcogenides (MX), show great potential for ultrathin nanoelectronic and optoelectronic devices. Despite the weak nature of interlayer forces in semiconducting MX materials, their electronic properties are highly dependent on the number of layers. Using scanning tunneling microscopy and spectroscopy, we demonstrate the tunability of the quasiparticle energy gap of few-layered gallium selenide (GaSe) directly grown on a bilayer graphene substrate by molecular beam epitaxy. Our results show that the band gap is about 3.50 ± 0.05 eV for single-tetralayer, for bi-tetralayer, and for tri-tetralayer GaSe. This band-gap evolution of GaSe, particularly the shift of the valence band with respect to the Fermi level, was confirmed by angle-resolved photoemission spectroscopy (ARPES) measurements and our theoretical calculations. Moreover, we observed a charge transfer in the GaSe/graphene van der Waals (vdW) heterostructure using ARPES. These findings demonstrate the high impact on the GaSe electronic band structure and electronic properties that can be obtained by the control of 2D materials layer thickness and the graphene induced doping.