Van der Waals heterostructures formed by inorganic perovskites and transition metal dichalcogenides (TMDCs) have promising applications in photonics and optoelectronics. However, there are few studies on the properties of CsPbBr3/TMDC at low temperatures. Here, we demonstrate van der Waals epitaxy of CsPbBr3 nanowires (NWs), nanoplates (NPs) and nanocones (NCs) on monolayer (ML) WSe2, and investigate the lattice dynamics of the heterostructure at low temperatures using temperature-dependent Raman spectroscopy. In addition, temperature-dependent photoluminescence (PL) spectroscopy shows that the type II band alignment between CsPbBr3 and ML WSe2 leads to a broad emission peak at the low-energy side of the ML WSe2 emission at low temperatures. Meanwhile, a high-energy peak appears near the CsPbBr3 emission below 133 K, which may be related to the phase transition of CsPbBr3 from the cubic to the orthorhombic phase. These findings are important for the research and development of related optoelectronic devices.