Two-dimensional (2D) layered palladium dichalcogenides PdX2 (X = S and Se) have attracted increasing interest due to their tunable electronic structure and abundant physicochemical properties. Recently, as the sister material of PdX2, PdSSe has received increasing attention and shows great promise for technological applications and fundamental research. In the present study, we focus on the layer-dependent geometry, electronic structure, and optical properties of PdSSe using first-principles calculations. The lattice shrinkage effect present in the 2D structure is suppressed with increasing number of layers. Attributed to the strong interlayer coupling interactions, the band gap decreases from 2.30 to 0.83 eV with increased thickness. Particularly, the dispersion of the band edges on the high symmetry path changes considerably from the monolayer to bilayer PdSSe, resulting in shifts of the conduction band minimum and valence band maximum. The multilayer PdSSe shows band convergence feature with multi-valley for the conduction band, which are maintained with reduced effective mass. Furthermore, the increasing number of layers drives a wider absorption range in the visible light region, and the light absorption capability increases from ∼10% to ∼30%. Meanwhile, the band edge positions of the multilayer PdSSe are more appropriate for photocatalytic water splitting. Our theoretical study reveals the enhanced valley convergence, conductivity and optical absorption performance of the few-layer PdSSe, which suggests its promising application in thermoelectric conversion, solar harvesting and photocatalysis.