With the advances in the field of ultrafast photonics occurring so fast, the demand for optical modulation devices with high performance and soliton lasers which can realize the evolution of multiple soliton pulses is gradually increasing. Nevertheless, saturable absorbers (SAs) with appropriate parameters and pulsed fiber lasers which can output abundant mode-locking states still need to be further explored. Due to the special band gap energy values of few-layer indium selenide (InSe) nanosheets, we have prepared a SA based on InSe on a microfiber by optical deposition. In addition, we demonstrate that our prepared SA possesses a modulation depth and saturable absorption intensity about 6.87% and 15.83 MW/cm2, respectively. Then, multiple soliton states are obtained by dispersion management techniques, including regular solitons, and second-order harmonic mode-locking solitons. Meanwhile, we have obtained multi-pulse bound state solitons. We also provide theoretical basis for the existence of these solitons. The results of the experiment show that the InSe has the potential to be an excellent optical modulator because of its excellent saturable absorption properties. This work also is important for improving the understanding and knowledge of InSe and the output performance of fiber lasers.