Energy relaxation of photo-excited charge carriers is of significant fundamental interest and crucial for the performance of monolayer transition metal dichalcogenides in optoelectronics. The primary stages of carrier relaxation affect a plethora of subsequent physical mechanisms. Here we measure light scattering and emission in tungsten diselenide monolayers close to the laser excitation energy (down to ~0.6 meV). We reveal a series of periodic maxima in the hot photoluminescence intensity, stemming from energy states higher than the A-exciton state. We find a period ~15 meV for 7 peaks below (Stokes) and 5 peaks above (anti-Stokes) the laser excitation energy, with a strong temperature dependence. These are assigned to phonon cascades, whereby carriers undergo phonon-induced transitions between real states above the free-carrier gap with a probability of radiative recombination at each step. We infer that intermediate states in the conduction band at the Λ-valley of the Brillouin zone participate in the cascade process of tungsten diselenide monolayers. This provides a fundamental understanding of the first stages of carrier-phonon interaction, useful for optoelectronic applications of layered semiconductors.