In2Se3 nanostructures have attracted much attention due to their potential applications in diverse areas, such as solar energy conversion, thermoelectric power generation, phase change random access memories, photodetectors, and optoelectronics in the visible region. In the present work, we have fabricated various In2Se3 nanostructures on SiO2/Si substrate using a simple and single-step physical vapor deposition (PVD) method, without using metal seed layer on the substrates. Morphology, structure and phase of the as-grown In2Se3 nanostructures have been carried out using scanning electron microscopy (SEM), X-ray photoelectron spectroscopy (XPS) and Raman spectroscopy, respectively. In addition, we have also explored thermal properties of In2Se3 nanostructures on SiO2/Si substrate using temperature and power dependent Raman spectroscopy. Further, the thermal conductivity of nanoparticles, nanospheres, and rod like flowers at room temperature were found to be ∼37.6, ∼39.5, and ∼15.6 W/m-K, respectively. This work suggests an effective way to form various novel nanostructures, opening up a new scenario to understand the vibrational properties and electron-phonon interactions of In2Se3 nanostructures.