The charge transfer (CT) process of two-dimensional (2D) graphene/transition metal dichalcogenides (TMDs) heterostructures makes the photoelectric conversion ability of TMDs into a wider spectral range for the light harvester and photoelectric detector applications. However, the direct in situ investigation of the hot carrier transport in graphene/TMDs heterostructures has been rarely reported. Herein, using the optical pump and a terahertz (THz) probe (OPTP) spectroscopy, the CT process from graphene to five-layer PtSe2 in the PtSe2/graphene (P/G) heterostructure is demonstrated to be related to the pump fluence, which is enabled by the hot phonon bottleneck (HPB) effect in graphene. Furthermore, the frequency dispersion conductivity and the THz emission spectroscopy of the P/G heterostructure confirmed the existence of interlayer CT and its pump fluence-dependent behavior. Our results provide in-depth physical insights into the CT mechanism at the P/G van der Waals interface, which is crucial for further exploration of optoelectronic devices based on P/G heterostructures.