Transition Metal Dichalcogenides (TMDCs) is a rich family of two-dimensional materials with outstanding electrical, mechanical and optical properties. Due to the high refractive index, record optical anisotropy, and a set of excitonic transitions in visible range at a room temperature, TMDCs gained much attention for resonant nanoantennas, subwavelength waveguides and all-dielectric metamaterials. To boost a further progress in the field of dielectric nanoresonators, a femtosecond laser ablation method is promising due to its inherently substrate-/additive-free nature and a high output level. We adapted this approach for the synthesis of WSe2 NPs of various size (from 5 to 150 nm), which conserve the crystalline structure of the bulk crystal. Obtained nanoresonators possess an enhanced optical absorption in comparison to the bulk crystal due to the effective volume field localization, and a photothermal conversion much stronger than that of conventional Si nanoscatters. A highly mobile colloidal state of produced NPs makes them flexible for further application-dependent manipulations.