The combination of high electrical conductivity and ultra-low thermal conductivity in tin selenide (SnSe) results in a figure of merit as high as 2.6. These remarkable thermoelectric properties, along with the material's cost-effectiveness and non-toxicity, position SnSe as a promising candidate for advanced thermoelectric applications. To further enhance its thermoelectric performance, researchers often utilize doping and high-voltage techniques to modify the crystal structure and thus regulate the energy band structure. Regulating the switching of intra-band and inter-band transitions in materials is a significant approach to improving thermoelectric properties. This not only modifies the distribution of charge carriers but also increases carrier concentration and enhances conductivity. After accumulating a vast array of optimization methods and experience over decades, it becomes even more difficult to further decouple correlation coefficients, such as conductivity, and enhance the figure of merit. To address this challenge, it is crucial to understand the thermoelectric-related properties and associated dynamic evolution processes of materials in non-equilibrium states. In our study, we discovered a method to switch intra-band and inter-band transitions based on the crystal anisotropy of SnSe in non-equilibrium states. Experimental measurements using transient absorption spectroscopy (TA) revealed that when the polarization of the probe light rotates from parallel to the armchair direction to the zigzag direction, the TA signal switches from an intra-band transition to an inter-band transition. This indicates that in the non-equilibrium state, the intra-band and inter-band transitions of SnSe exhibit a competitive relationship, and complete switching between intra-band and inter-band transitions can be achieved by altering the polarization of the probe light. To elucidate the underlying mechanism of this complete switching, we conducted first-principles calculations and crystal structure analysis. The calculation results of energy bands and transition dipole moments indicate that the maximum values of intra-band and inter-band transition dipole moments are located in the armchair direction and zigzag direction of the Brillouin zone, respectively. The discrepancy in transition probability arises from the combined effect of the transition's selective absorption of light and the anisotropy of the energy band structure. The selective absorption is induced by the mirror reflection symmetry in the zigzag direction of the SnSe crystal. This combined effect allows for the complete switching of the two transitions by altering the polarization of the light. Through transient absorption spectroscopy, we investigated the ultrafast optical switching of intra-band and inter-band transitions in non-equilibrium states of SnSe. We provide comprehensive insights into modulating the ultrafast intra-band and inter-band transition switching of SnSe by changing the polarization of light, offering a new avenue for enhancing its thermoelectric performance.