PtSe2 has received substantial research attention because of its intriguing physical properties and potential practical applications. In this paper, we investigated the optical properties of bilayer and multilayer PtSe2 thin films through spectroscopic ellipsometry over a spectral range of 0.73–6.42 eV and at temperatures between 4.5 and 500 K. At room temperature, the spectra of refractive index exhibited several anomalous dispersion features below 1000 nm and approached a constant value in the near-infrared frequency range. The thermo-optic coefficients of bilayer and multilayer PtSe2 thin films were (4.31 ± 0.04) × 10−4/K and (–9.20 ± 0.03) × 10−4/K at a wavelength of 1200 nm. Analysis of the optical absorption spectrum at room temperature confirmed that bilayer PtSe2 thin films had an indirect band gap of approximately 0.75 ± 0.01 eV, whereas multilayer PtSe2 thin films exhibited semimetal behavior. The band gap of bilayer PtSe2 thin films increased to 0.83 ± 0.01 eV at 4.5 K because of the suppression of electron–phonon interactions. Furthermore, the frequency shifts of Raman-active Eg and A1g phonon modes of both thin films in the temperature range between 10 and 500 K accorded with the predictions of the anharmonic model. These results provide basic information for the technological development of PtSe2-based optoelectronic and photonic devices at various temperatures.