Two-dimensional (2D) van der Waals materials with broadband optical absorption are promising candidates for next-generation UV-vis-NIR photodetectors. FePS₃, one of the emerging antiferromagnetic van der Waals materials with a wide bandgap and p-type conductivity, has been reported as an excellent candidate for UV optoelectronics. However, a high sensitivity photodetector with a self-driven mode based on FePS₃ has not yet been realized. Here, we report a high-performance and self-powered photodetector based on a multilayer MoSe₂/FePS₃ type-II n-p heterojunction with a working range from 350 to 900 nm. The presented photodetector operates at zero bias and at room temperature under ambient conditions. It exhibits a maximum responsivity (R_max) of 52 mA W^-1 and an external quantum efficiency (EQE_max) of 12% at 522 nm, which are better than the characteristics of its individual constituents and many other photodetectors made of 2D heterostructures. The high performance of MoSe₂/FePS₃ is attributed to the built-in electric field in the MoSe₂/FePS₃ n-p junction. Our approach provides a promising platform for broadband self-driven photodetector applications.