The energy band structures and related room temperature exciton transitions of monolayer and bilayer tungsten diselenide (WSe2) are investigated using photoluminescence (PL) spectra under hydrostatic pressure up to 5.42 GPa. For monolayer WSe2, it is found that the conduction band Λ valley is 70 ± 30 meV higher than the K valley at zero pressure, and the K-Λ valley crossover happens at a pressure of approximately 2.25 GPa. The PL peak of exciton related to the direct K-K interband transition in monolayer and bilayer WSe2 shows a pressure-induced blue-shift at the rates of 31.5 ± 0.6 and 27 ± 1 meV GPa(-1), respectively. The indirect Λ-K interband transition for monolayer and bilayer WSe2 exhibits a distinctly different pressure response. The pressure coefficient is as small as -3 ± 6 meV GPa(-1) for monolayer, but a much larger value of -22 ± 1 meV GPa(-1) for bilayer WSe2, indicating that the interlayer coupling has a strong effect on the electronic states at the Λ valley.