Using inelastic neutron scattering and X-ray diffraction measurements, together with ab initio and machinelearning molecular dynamics simulations, we bring out the distinct nature of anharmonicity in the phonon pectra of MoSe₂ and WSe₂ relevant to thermal transport and thermal expansion behaviour. We show that the perturbation method, including 4^th-order force constants, is insufficient to capture the temperaturedependent explicit anharmonicity. The Green–Kubo method captures the explicit anharmonicity and reproduces the thermal conductivity (k_l) with high fidelity. Our mode-resolved calculation reveals that the major contribution (~90%) to k_l is attributed to a small explicit anharmonicity of low-energy phonons. In contrast, these modes exhibit large positive Grüneisen parameters (implicit anharmonicity), causing the large thermal expansion of the material.