Monolayer van der Waals (vdW) magnets provide an exciting opportunity for exploring two-dimensional (2D) magnetism for scientific and technological advances, but the intrinsic ferromagnetism has only been observed at low temperatures. Here, we report the observation of room temperature ferromagnetism in manganese selenide (MnSe\(_x\)) films grown by molecular beam epitaxy (MBE). Magnetic and structural characterization provides strong evidence that in the monolayer limit, the ferromagnetism originates from a vdW manganese diselenide (MnSe\(_2\)) monolayer, while for thicker films it could originate from a combination of vdW MnSe\(_2\) and/or interfacial magnetism of \(\alpha\)-MnSe(111). Magnetization measurements of monolayer MnSe\(_x\) films on GaSe and SnSe\(_2\) epilayers show ferromagnetic ordering with large saturation magnetization of ~ 4 Bohr magnetons per Mn, which is consistent with density functional theory calculations predicting ferromagnetism in monolayer 1T-MnSe\(_2\). Growing MnSe\(_x\) films on GaSe up to high thickness (~ 40 nm) produces \(\alpha\)-MnSe(111), and an enhanced magnetic moment (~ 2x) compared to the monolayer MnSe\(_x\) samples. Detailed structural characterization by scanning transmission electron microscopy (STEM), scanning tunneling microscopy (STM), and reflection high energy electron diffraction (RHEED) reveal an abrupt and clean interface between GaSe(0001) and \(\alpha\)-MnSe(111). In particular, the structure measured by STEM is consistent with the presence of a MnSe\(_2\) monolayer at the interface. These results hold promise for potential applications in energy efficient information storage and processing.