Photoluminescence (PL) and Raman spectra under uniaxial strain were measured in mono-and bi-layer MoSe2 to comparatively investigate the evolution of excitonic gaps and Raman phonons with strain. We observed that the strain dependence of excitonic gaps shows a nearly linear behavior in both flakes. One percent of strain increase gives a reduction of ～42 meV (～35 meV) in A-exciton gap in monolayer (bilayer) MoSe2. The PL width remains little changed in monolayer MoSe2 while it increases rapidly with strain in the bilayer case. We have made detailed discussions on the observed strain-modulated results and compared the difference between monolayer and bilayer cases. The hybridization between 4d orbits of Mo and 4p orbits of Se, which is controlled by the Se–Mo–Se bond angle under strain, can be employed to consistently explain the observations. The study may shed light into exciton physics in few-layer MoSe2 and provides a basis for their applications.