In this work, a sensitivity-enhanced surface plasmon resonance (SPR) sensor, which is integrated with MoSe2 as modification overlayer, is proposed and investigated. The sensor is constructed by physically depositing MoSe2 onto the surface of a conventional SPR sensor based on Krestchman configuration. Thanks to the commendable properties of MoSe2 including high carrier mobility, high refractive index (RI), large surface area, and so forth, adding an overlayer within a certain thickness can effectively improve the RI sensitivity. Experimental results show that, with the increased number of deposition cycles-which positively correlates with the duty ratio and the MoSe2 overlayer's thickness-the sensitivity at first increases, and then declines. The highest sensitivity of 2524.8 nm/RIU is achieved experimentally, which corresponds to the 2 deposition cycles. This shows an improvement of 36.3%, compared with the case without the MoSe2 modification. The ease of fabrication, efficiency of performance enhancement, and great potentials (such as the large surface area of MoSe2 for linking abundant functional groups) allow the method presented in this paper to contribute to the development of performance-enhanced SPR sensors for the biological, chemical, and medical fields.