Topological Insulator (TI) is new classes of materials with gapless surface states and insulating bulk. The topological connection can be traced back to the discovery of Integer Quantum Hall Effect in 1980. In the last decade, new categories of topological insulators were predicted and later discovered, that have gained a lot of attraction for room-temperature applications. Since the experimental observation of single Dirac cone on the surface states of Bismuth selenide (Bi2Se3) in 2009, it has emerged as the prototype. Bismuth Selenide has one of the highest bulk band gaps of 0.3 eV among all TI materials. While its single crystal properties are well documented, thin films are producing equally exciting discoveries. In this work, Bi2Se3 thin films were synthesized using magnetron sputtering method and a diverse set of physical properties, such as structural, optical, and electronic, are investigated. In particular, properties of few-layer (ultra-thin) Bi2Se3 thin films are studied. Optical properties of Bi2Se3 was particularly revealing. We observed a sharp increase (blue shift) in the bulk band gap of Bi2Se3 by almost 0.5 eV as it approached the two-dimensional limit. Strong thickness-dependent structural and transport properties were also observed.