As a layered, two-dimensional material with high charge carrier mobility and photoresponsivity, exfoliated indium selenide (InSe) is being actively studied for a variety of optoelectronic applications. While significant effort has been devoted to characterizing the in-plane electronic properties of InSe, charge transport in the out-of-plane direction has been underreported despite its importance in vertical field-effect transistors, photodetectors, and related van der Waals heterostructure devices. Here, we fill this knowledge gap by performing variable temperature and variable thickness charge transport measurements in the out-of-plane direction for exfoliated InSe crystals. A vertical field-effect transistor geometry is utilized with a bulk metal top contact and single-layer graphene bottom contact such that electrostatic gating can be performed via the underlying Si substrate. In contrast to lateral InSe transistors, vertical InSe transistors show decreasing conductance at low temperatures, which is explained by the temperature dependence of tunneling and field-emission currents. While thinner InSe crystals are dominated by Fowler-Nordheim tunneling, thicker InSe crystals show increasing contribution from thermionic emission. In addition, the graphene/InSe barrier height can be modulated by the gate potential, resulting in vertical field-effect transistor current switching ratios up to 104. Overall, this study provides fundamental insight into the out-of-plane electronic properties of exfoliated InSe, which will inform ongoing efforts to realize ultrathin InSe device applications.