We report optical second-harmonic generation (SHG) in reflection from GaSe crystals of 1 to more than 100 layers using a fundamental picosecond pulsed pump at 1.58 eV and a supercontinuum white light pulsed laser with energies ranging from 0.85 to 1.4 eV. The measured reflected SHG signal is maximal in samples of $\sim$20 layers, decreasing in thicker samples as a result of interference. The thickness- and frequency-dependence of the SHG response of samples thicker than $\sim$7 layers can be reproduced by a second-order optical susceptibility that is the same as in bulk samples. For samples $\lesssim$7 layers, the second-order optical susceptibility is reduced compared to that in thicker samples, which is attributed to the expected bandgap increase in mono- and few-layer GaSe.