The group-10 noble-metal dichalcogenides have recently emerged as a promising group of two-dimensional materials due to their unique crystal structures and fascinating physical properties. In this work, the resonance enhancement of the interlayer breathing mode (B1) and intralayer Ag1 and Ag3 modes in atomically thin pentagonal PdSe2 were studied using angle-resolved polarized Raman spectroscopy with 13 excitation wavelengths. Under the excitation energies of 2.33, 2.38, and 2.41 eV, the Raman intensities of both the low-frequency breathing mode B1 and high-frequency mode Ag1 of all the thicknesses are the strongest when the incident polarization is parallel to the a axis of PdSe2, serving as a fast identification of the crystal orientation of few-layer PdSe2. We demonstrated that the intensities of B1, Ag1, and Ag3 modes are the strongest with the excitation energies between 2.18 and 2.38 eV when the incident polarization is parallel to PdSe2a axis, which arises from the resonance enhancement caused by the absorption. Our investigation reveals the underlying interplay of the anisotropic electron–phonon and electron–photon interactions in the Raman scattering process of atomically thin PdSe2. It paves the way for future applications on PdSe2-based optoelectronics.