Thin Bi2Se3 flakes with few nanometer thicknesses and sized up to 350 μm were created by using electrochemical splitting from high-quality Bi2Se3 bulk monocrystals. The dependence of film resistance on the Bi2Se3 flake thickness demonstrates that, at room temperature, the bulk conductivity becomes negligible in comparison with the surface conductivity for films with thicknesses lower than 80 nm. Unexpectedly, all these films demonstrated p-type conductivity. The doping effect with sulfur or sulfur-related radicals during electrochemical exfoliation is suggested for the p-type conductivity of the exfoliated Bi2Se3 films. The formation of 2-8 nm films was predominantly found. Van der Waals (vdW) heterostructures of Bi2Se3/Graphene/SiO2/Si were created and their properties were compared with that of Bi2Se3 on the SiO2/Si substrate. The increase of the conductivity and carrier mobility in Bi2Se3 flakes of 3-5 times was found for vdW heterostructures with graphene. Thin Bi2Se3 films are potentially interesting for applications for spintronics, nano- and optoelectronics.