Atomically thin materials are exceedingly susceptible to their dielectric environment. For transition metal dichalcogenides, sample placement on a substrate or encapsulation in hexagonal boron nitride (hBN) are frequently used. In this paper we show that the dielectric response due to optical phonons of adjacent materials influences excitons in 2d crystals. We provide an analytic model for the coupling of 2d charge carriers to optical substrate phonons, which causes polaron effects similar to that of intrinsic 2d phonons. We apply the model to hBN-encapsulated WSe2, finding a significant reduction of the exciton binding energies due to dynamical screening effects.