In this work, Raman measurements of 1-5-layer WSe₂ supported on SiO₂/Si in the temperature range of 133 to 533 K are reported. A physical model including both volume effect and temperature effect is used to quantitatively understand the nonlinear temperature dependence of E1 2g Raman mode. It is found this nonlinear dependence of Raman mode mainly originates from thermal expansion effect and three-phonon scattering. The former effect increases with an increase in number of layers, which is inverse for the latter effect. The temperature-dependent thermal expansion coefficients of 1-5-layer WSe₂ are also obtained from Raman spectra. The full width at half maximum (FWHM) of E1 2g mode is also systematically studied both experimentally and theoretically in the temperature range of 133 to 413 K. It is found that the increase in FWHM of E1 2g mode originates from decaying of E1 2g phonon. This work will promote the understanding of anharmonic behaviors of phonons in WSe₂ flakes with different thicknesses.