Few-layer black phosphorus is a newly emerged two-dimensional material. It has many interesting properties such as strong anisotropy and significant layer-dependence of the electronic structures. The bandgap of few-layer black phosphorus is in the infrared frequency range, bridging the gap of other 2D materials: zero bandgap graphene and visible frequency bandgap transition metal dichalcogenides. In this talk, I'll present our systematic infrared spectroscopic studies of few-layer black phosphorus, with layer thickness ranging from 2-15 layers. Each thickness black phosphorus has its characteristic IR spectrum, which can be served as a fingerprint. The layer-dependent exciton binding energies are determined from our high quality samples, which show the importance of quantum confinement and dielectric confinement. In addition, strain effect on few-layer black phosphorus will be discussed as well.