We present an experimental investigation on the exciton dynamics of monolayer and bulk WSe2 samples, both of which are studied by femtosecond transient absorption microscopy. Under the excitation of a 405 nm pump pulse, the differential reflection signal of a probe pulse (tuned to the A-exciton resonance) reaches a peak rapidly that indicates an ultrafast formation process of excitons. By resolving the differential reflection signal in both time and space, we directly determine the exciton lifetimes of 18±1 and 160±10 ps and the exciton diffusion coefficients of 15±5 and 9±3 cm2/s in the monolayer and bulk samples, respectively. From these values, we deduce other parameters characterizing the exciton dynamics such as the diffusion length, the mobility, the mean free path, and the mean free length. These fundamental parameters are useful for understanding the excitons in monolayer and bulk WSe2 and are important for applications in optoelectronics, photonics, and electronics.