Atomically thin PtSe2 films have attracted extensive research interests for potential applications in high-speed electronics, spintronics and photodetectors. Obtaining high quality, single crystalline thin films with large size is critical. Here we report the first successful layer-by-layer growth of high quality PtSe2 films by molecular beam epitaxy. Atomically thin films from 1 ML to 22 ML have been grown and characterized by low-energy electron diffraction, Raman spectroscopy and X-ray photoemission spectroscopy. Moreover, a systematic thickness dependent study of the electronic structure is revealed by angle-resolved photoemission spectroscopy (ARPES), and helical spin texture is revealed by spin-ARPES. Our work provides new opportunities for growing large size single crystalline films for investigating the physical properties and potential applications of PtSe2.