Transition metal dichalcogenides (TMDs) are promising for new generation nanophotonics due to their unique optical properties. However, in contrast to direct bandgap TMD monolayers, bulk samples have an indirect bandgap that restricts their application as light emitters. On the other hand, the high refractive index of these materials allows for effective light trapping and the creation of high-Q resonators. In this work, a method for the nanofabrication of microcavities from indirect TMD multilayer flakes, which makes it possible to achieve pronounced resonant photoluminescence enhancement due to the cavity modes, is proposed. Whispering gallery mode (WGM) resonators are fabricated from bulk indirect MoSe2 using resistless scanning probe lithography. A micro-photoluminescence (μ-PL) investigation revealed the WGM spectra of the resonators with an enhancement factor up to 100. The characteristic features of WGMs are clearly seen from the scattering experiments which are in agreement with the results of numerical simulations. It is shown that the PL spectra in the fabricated microcavities are contributed by two mechanisms demonstrating different temperature dependences. The indirect PL, which is quenched with the temperature decrease, and the direct PL which almost does not depend on the temperature. The results of the work show that the suggested approach has great prospects in nanophotonics.