The quasi-two-dimensional nickel chalcogenides $TlNi_2Se_2$ is a newly discovered superconductor. We have performed optical spectroscopy study on $TlNi_2Se_2$ single crystals over a broad frequency range at various temperatures. The overall optical reflectance spectra are similar to those observed in its isostructure $BaNi_2As_2$. Both the suppression in $R(omega)$ and the peaklike feature in $sigma_1(omega)$ suggest the progressive formation of a pseudogap feature in the midinfrared range with decreasing temperatures, which might be originated from the dynamic local fluctuation of charge-density-wave (CDW) instability. We propose that the CDW instability in $TlNi_2Se_2$ is driven by the saddle points mechanism, due to the existence of van Hove singularity very close to the Fermi energy.