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The investigation of the oxidation behavior of van der Waals chalcogenides holds significant importance in terms of preventing and controlling oxidation, utilizing surface oxidation structures to regulate properties, and advancing applications. Here, taking GaSe as a candidate, its thermal oxidation and surface structure evolution are intensively studied. Through systematic microscopic analyses, oxidized structures at multi‐scale (from atomic scale to millimeters) are resolved, and various assembly heterogeneous surfaces including Ga2Se3/Ga2O3 and Ga2O3 multilayers are uncovered at different oxidation temperatures. The temperature‐dependent oxidation behavior and surface structure evolution of the GaSe are revealed, and the oxidation mechanisms in the entire temperature range are also disclosed. Finally, the photoluminescence regulation of the GaSe is initially explored via thermal oxidation, demonstrating great potential for surface oxidation engineering. This study is not only of great importance for the deep understanding and utilization of GaSe oxidation, but also beneficial for materials/device design and development of relative systems. [ABSTRACT FROM AUTHOR]