Single-layered transition metal dichalcogenides (TMDs) exhibit more interesting physical properties than those of bulk TMDs owing to the indirect to direct bandgap transition occurring due to quantum confinement. In this research, we demonstrate that layer-by-layer laser etching of molybdenum diselenide (MoSe₂) flakes could be controlled by varying the parameters employed in laser irradiation (time, intensity, interval, etc.). We observed a dramatic increase in the photoluminescence (PL) intensity (1.54 eV peak) after etching the samples, indicating that the removal of several layers of (MoSe₂) led to a change from indirect to direct bandgap. The laser-etched (MoSe₂) exhibited the single (MoSe₂) Raman vibration modes at ~239.4 cm^-1 and ~295 cm^-1, associated to out-of-plane A_1g and in-plane E¹ _2g Raman modes, respectively. These results indicate that controlling the number of MoSe2 layers by laser etching method could be employed for optimizing the performance of nano-electronic devices.