Establishing a coherent interaction between a material resonance and an optical cavity is a necessary first step for the development of semiconductor quantum optics. Here we demonstrate a coherent interaction between the neutral exciton in monolayer MoSe2 and a zero-dimensional, small mode volume nanocavity. This is observed through a dispersive shift of the cavity resonance when the exciton-cavity detuning is decreased, with an estimated exciton-cavity coupling of ∼ 4.3 meV and a cooperativity of C ∼ 3.4 at 80 K. This coupled exciton-cavity platform is expected to reach the strong light-matter coupling regime (i.e., with C ∼ 380) at 4 K for applications in quantum or ultra-low power nanophotonics.