By using scanning tunneling microscope/microscopy (STM/STS), we reveal the detailed electronic structures around the sharp edges and strained terraces of lateral monolayer-bilayer Pd2Se3 heterostructures. We find that the edges of such heterostructures are well-defined zigzag type. Band bending and alignment are observed across the zigzag edge, forming a monolayer-bilayer heterojunction. In addition, an n-type band bending is induced by strain on a confined bilayer Pd2Se3 terrace. These results provide effective toolsets to tune the band structures in Pd2Se3-based heterostructures and devices.