In-plane anisotropic layered materials such as black phosphorus (BP) have emerged as an important class of two-dimensional (2D) materials that bring a new dimension to the properties of 2D materials, hence providing a wide range of opportunities for developing conceptually new device applications. However, all of recently reported anisotropic 2D materials are relatively narrow-bandgap semiconductors (<2 eV), and there has been no report about this type of materials with wide bandgap, restricting the relevant applications such as polarization-sensitive photodetection in short wave region. Here we present a new member of the family, germanium diselenide (GeSe2) with a wide bandgap of 2.74 eV, and systematically investigate the in-plane anisotropic structural, vibrational, electrical, and optical properties from theory to experiment. Photodetectors based on GeSe2 exhibit a highly polarization-sensitive photoresponse in short wave region due to the optical absorption anisotropy induced by in-plane anisotropy in crystal structure. Furthermore, exfoliated GeSe2 flakes show an outstanding stability in ambient air which originates from the high activation energy of oxygen chemisorption on GeSe2 (2.12 eV) through our theoretical calculations, about three times higher than that of BP (0.71 eV). Such unique in-plane anisotropy and wide bandgap, together with high air stability, make GeSe2 a promising candidate for future 2D optoelectronic applications in short wave region.