By using solid-state reactions, we successfully synthesize new oxyselenides CsV$_2$Se$_{2-x}$O (x = 0, 0.5). These compounds containing V$_2$O planar layers with a square lattice crystallize in the CeCr$_2$Si$_2$C structure with the space group of $P4/mmm$. Another new compound V$_2$Se$_2$O which crystallizes in space group $I4/mmm$ is fabricated by topochemical deintercalation of cesium from CsV$_2$Se$_2$O powder with iodine in tetrahydrofuran(THF). Resistivity measurements show a semiconducting behavior for CsV$_2$Se$_2$O, while a metallic behavior for CsV$_2$Se$_{1.5}$O, and an insulating feature for V$_2$Se$_2$O. A charge- or spin-density wave-like anomaly has been observed at 168 K for CsV$_2$Se$_2$O and 150 K for CsV$_2$Se$_{1.5}$O, respectively. And these anomalies are also confirmed by the magnetic susceptibility measurements. The resistivity in V$_2$Se$_2$O exhibits an anomalous log(1/$T$) temperature dependence, which is similar to the case in parent phase or very underdoped cuprates indicating the involvement of strong correlation. Magnetic susceptibility measurements show that the magnetic moment per V-site in V$_2$Se$_2$O is much larger than that of CsV$_2$Se$_{2-x}$O, which again suggests the correlation induced localization effect in the former.
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