Thermally evaporated InSe ultra-thin films underwent a phase transition owing to thermal annealing in oxygen flow. A detailed optical, electrical and structural characterisation has been performed on all obtained films. Electron microscopy observations show that the thermally annealed films present a highly porous structure. The NO gas sensing properties of this material have been tested in controlled atmosphere. Finally, the influence of interfering gaseous species in the test gas mixture was analysed.