Collective phenomena in solids can be sensitive to the dimensionality of the system; a case of special interest is VSe2, which shows a (r7 x r3) charge density wave (CDW) in the single layer with the three-fold symmetry in the normal phase spontaneously broken, in contrast to the (4 x 4) in-plane CDW in the bulk. Angle-resolved photoemission spectroscopy (ARPES) from VSe2 ranging from a single layer to the bulk reveals the evolution of the electronic structure including the Fermi surface contours and the CDW gap. At a thickness of two layers, the ARPES maps are already nearly bulklike, but the transition temperature TC for the (4 x 4) CDW is much higher than the bulk value of 110 K. These results can be understood as a result of dimensional crossover of phonon instability driven by a competition of nesting vectors. Our study provides key insights into the CDW mechanisms and offers a perspective in the search and control of emergent phases in quantum materials.