Recently, mid-infrared photonics has attracted tremendous attention for various applications. To address the dilemma of the limited variety of materials for mid-infrared photonics, the mid-infrared optical modulation characteristics of the porous nano-grained cuprous selenide (Cu2Se) were investigated for the first time. The large effective nonlinear absorption coefficient, large modulation depth, and low saturation absorption intensity at 2.3 μm indicate that the porous nano-grained Cu2Se were promising saturable absorbers for the generation of Q-switched pulsed laser in the mid-infrared regime. As an application, the Tm:GdVO4 passively Q-switched laser operating on the 3H4 → 3H5 Tm3+ transition was achieved for the first time by using the prepared porous nano-grained Cu2Se as the saturable absorber. The minimum pulse duration and the maximum repetition rate of the stable Q-switched pulse train were 440 ns and 76.9 kHz, respectively. Our results demonstrated that the porous nano-grained Cu2Se was a promising candidate for the mid-infrared photonic applications.