The solid‐state‐based thermoelectric (TE) materials have attracted considerable interest for their potential application in energy conversion. In general, high‐frequency optical phonon modes are always thought to have a negligible contribution to thermal transport due to their short mean free path. Herein, the optical phonons effect in bulk molybdenum diselenide (MoSe2) is studied using advanced low‐wavenumber Raman spectroscopy with a wide temperature range. It is found that the cubic anharmonicity is dominant at low temperatures, and quartic anharmonicity becomes gradually stronger with increasing temperature. The obtained normalE2g1 mode is the most susceptible to the anharmonicity effect and has high phonon density of states (DOS). This is an effect that cannot be explained by previous TE models and, therefore, offers new insight into the nature of phonon transport in 2D materials. The results reveal that the thermal transport can be regulated via high‐frequency phonon scattering.