Two-dimensional (2D) van der Waals (vdW) magnetic materials with reduced dimensionality often exhibit unexpected properties compared to their bulk counterparts. In particular, the mechanical flexibility of 2D structure, enhanced ferromagnetism at reduced layer thickness, as well as robust perpendicular magnetic anisotropy are quite appealing for constructing novel spintronic devices. The vdW vanadium diselenide (VSe₂) is an attractive material whose bulk is paramagnetic while monolayer is ferromagnetic with a Curie temperature (T_c) above room temperature. To explore its possible device applications, a detailed investigation on the thickness-dependent magnetism and strain modulation behavior of VSe₂ is highly demanded. In this article, the VSe₂ nanoflakes were controllably prepared via chemical vapor deposition (CVD) method. The few-layer single VSe₂ nanoflakes were found to exhibit magnetic domain structures at room temperature. Ambient magnetic force microscopy (MFM) phase images reveal a clear thickness-dependent magnetism and the MFM phase contrast is traceable for the nanoflakes of layer thickness below ~ 6 nm. Moreover, applying strain is found efficient in modulating the magnetic moment and coercive field of 2D VSe₂ at room temperature. These results are helpful for understanding the ferromagnetism of high temperature 2D magnets and for constructing novel straintronic devices or flexible spintronic devices.