Single- and few-layer transition-metal dichalcogenide nanosheets, such as WSe2, TaS2, and TaSe2, are prepared by mechanical exfoliation. A Raman microscope is employed to characterize the single-layer (1L) to quinary-layer (5L) WSe2 nanosheets and WSe2 single crystals with a laser excitation power ranging from 20 μW to 5.1 mW. Typical first-order together with some second-order and combinational Raman modes are observed. A new peak at around 308 cm−1 is observed in WSe2 except for the 1L WSe2, which might arise from interlayer interactions. Red shifting of the A1g mode and the Raman peak around 308 cm−1 is observed from 1L to 5L WSe2. Interestingly, hexagonal- and monoclinic-structured WO3 thin films are obtained during the local oxidation of thinner (1L–3L) and thicker (4L and 5L) WSe2 nanosheets, while laser-burned holes are found during the local oxidation of the WSe2 single crystal. In addition, the characterization of TaS2 and TaSe2 thin layers is also conducted.