Transition metal dichalcogenides (TMDs) like MoSe2 exhibit remarkable optical properties such as intense photoluminescence (PL) in the monolayer form. To date, narrow-linewidth PL is only achieved in micrometer-sized exfoliated TMD flakes encapsulated in hexagonal boron nitride (hBN). In this work, we develop a growth strategy to prepare monolayer MoSe2 on hBN flakes by molecular beam epitaxy in the van der Waals regime. It constitutes the first step toward the development of large area single crystalline TMDs encapsulated in hBN for potential integration in electronic or optoelectronic devices. For this purpose, we define a two-step growth strategy to achieve monolayer-thick MoSe2 grains on hBN flakes. The high quality of MoSe2 allows us to detect very narrow PL linewidth down to 5.5 meV at 13 K, comparable to the one of encapsulated exfoliated MoSe2 flakes. Moreover, sizeable PL can be detected at room temperature as well as clear reflectivity signatures of A, B, and charged excitons.