We report the experimental determination of the elastic properties of suspended multilayer WSe2, a promising two-dimensional (2D) semiconducting material combined with high optical quality. The suspended WSe2 membranes have been fabricated by mechanical exfoliation of bulk WSe2 and transfer of the exfoliated multilayer WSe2 flakes onto SiO2/Si substrates pre-patterned with hole arrays. Then, indentation experiments have been performed on these membranes with an atomic force microscope. The results show that the 2D elastic modulus of the multilayer WSe2 membranes increases linearly while the prestress decreases linearly as the number of layers increases. The interlayer interaction in WSe2 has been observed to be strong enough to prevent the interlayer sliding during the indentation experiments. The Young's modulus of multilayer WSe2 (167.3 ± 6.7 GPa) is statistically independent of the thickness of the membranes, whose value is about two thirds of other most investigated 2D semiconducting transition metal dichalcogenides, namely, MoS2 and WS2. Moreover, the multilayer WSe2 can endure ∼12.4 GPa stress and ∼7.3% strain without fracture or mechanical degradation. The 2D WSe2 can be an attractive semiconducting material for application in flexible optoelectronic devices and nano-electromechanical systems.