Controlling the strain in two-dimensional materials is an interesting avenue to tailor the mechanical properties of nanoelectromechanical systems. Here we demonstrate a technique to fabricate ultrathin tantalum oxide nanomechanical resonators with large stress by laser-oxidation of nano-drumhead resonators made out of tantalum diselenide (TaSe2), a layered 2D material belonging to the metal dichalcogenides. Prior to the study of their mechanical properties with a laser interferometer, we checked the oxidation and crystallinity of the freely-suspended tantalum oxide in a high-resolution electron microscope. We show that the stress of tantalum oxide resonators increase by 140 MPa (with respect to pristine TaSe2 resonators) which causes an enhancement of quality factor (14 times larger) and resonance frequency (9 times larger) of these resonators.