We experimentally demonstrate hot exciton transport in h-BN encapsulated WSe2 monolayers via spatially and temporally resolved photoluminescence measurements at room temperature. We show that the nonlinear evolution of the mean squared displacement of the non-resonantly excited hot exciton gas is primarily due to the relaxation of its excess kinetic energy and is characterized by a density-dependent fast expansion that converges to a slower, constant rate expansion. We also observe saturation of the hot exciton gas expansion rate at high excitation densities due to the balance between Auger-assisted hot exciton generation and the phonon-assisted hot exciton relaxation processes.