The strong quantum confinement effect in lead selenide (PbSe) colloidal quantum dots (CQDs) allows to tune the bandgap of the material, covering a large spectral range from mid- to near infrared (NIR). Together with the advantages of low-cost solution processability, flexibility and easy scale-up production in comparison to conventional semiconductors especially in the mid- to near infrared range, PbSe CQDs have been a promising material for infrared optoelectronic applications. In this study, we synthesized monodisperse and high purity PbSe CQDs and then demonstrated the photodetectors working at different wavelengths up to 2.8 μm. Our high quality PbSe CQDs show clear multiple excitonic absorption peaks. PbSe CQD films of different thicknesses were deposited on interdigitated platinum electrodes by a simple drop casting technique to make the infrared photodetectors. At room temperature, the high performances of our PbSe CQD photodetectors were achieved with maximum responsivity, detectivity and external quantum efficiency of 0.96 A/W, 8.13 × 109 Jones and 78% at 5V bias. Furthermore, a series of infrared LEDs with a broad wavelength range from 1.5 μm to 3.4 μm was utilized to demonstrate the performance of our fabricated photodetectors with various PbSe CQD film thicknesses.