Control over the quantization of electrons in quantum wells is at the heart of the functioning of modern advanced electronics; high electron mobility transistors, semiconductor and Capasso terahertz lasers, and many others. However, this avenue has not been explored in the case of 2D materials. Here we apply this concept to van der Waals heterostructures using the thickness of exfoliated crystals to control the quantum well dimensions in few-layer semiconductor InSe. This approach realizes precise control over the energy of the subbands and their uniformity guarantees extremely high quality electronic transport in these systems. Using tunnelling and light emitting devices, we reveal the full subband structure by studying resonance features in the tunnelling current, photoabsorption and light emission spectra. In the future, these systems could enable development of elementary blocks for atomically thin infrared and THz light sources based on intersubband optical transitions in few-layer van der Waals materials.