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In hard X-ray applications that require high detection efficiency and short response times, such as synchrotron radiation-based Mössbauer absorption spectroscopy and time-resolved fluorescence or photon beam position monitoring, III–V-compound semiconductors, and dedicated alloys offer some advantages over the Si-based technologies traditionally used in solid-state photodetectors. Amongst them, gallium arsenide (GaAs) is one of the most valuable materials thanks to its unique characteristics. At the same time, implementing charge-multiplication mechanisms within the sensor may become of critical importance in cases where the photogenerated signal needs an intrinsic amplification before being acquired by the front-end electronics, such as in the case of a very weak photon flux or when single-photon detection is required. Some GaAs-based avalanche photodiodes (APDs) were grown by a molecular beam epitaxy to fulfill these needs; by means of band gap engineering, we realised devices with separate absorption and multiplication region(s) (SAM), the latter featuring a so-called staircase structure to reduce the multiplication noise. This work reports on the experimental characterisations of gain, noise, and charge collection efficiencies of three series of GaAs APDs featuring different thicknesses of the absorption regions. These devices have been developed to investigate the role of such thicknesses and the presence of traps or defects at the metal–semiconductor interfaces responsible for charge loss, in order to lay the groundwork for the future development of very thick GaAs devices (thicker than 100 μm) for hard X-rays. Several measurements were carried out on such devices with both lasers and synchrotron light sources, inducing photon absorption with X-ray microbeams at variable and controlled depths. In this way, we verified both the role of the thickness of the absorption region in the collection efficiency and the possibility of using the APDs without reaching the punch-through voltage, thus preventing the noise induced by charge multiplication in the absorption region. These devices, with thicknesses suitable for soft X-ray detection, have also shown good characteristics in terms of internal amplification and reduction of multiplication noise, in line with numerical simulations.