Triangular lattice of rare-earth ions with interacting effective spin-$1/2$ local moments is an ideal platform to explore the physics of quantum spin liquids (QSLs) in the presence of strong spin-orbit coupling, crystal electric fields, and geometrical frustration. The Yb delafossites, NaYbCh$_2$ (Ch=O, S, Se) with Yb ions forming a perfect triangular lattice, have been suggested to be candidates for QSLs. Previous thermodynamics, nuclear magnetic resonance, and muon spin rotation measurements on NaYbCh$_2$ have supported the suggestion of the QSL ground states. The key signature of a QSL, the spin excitation continuum, arising from the spin quantum number fractionalization, has not been observed. Here we perform both elastic and inelastic neutron scattering measurements as well as detailed thermodynamic measurements on high-quality single-crystalline NaYbSe$_2$ samples to confirm the absence of long-range magnetic order down to 40 mK, and further reveal a clear signature of magnetic excitation continuum extending from 0.1 to 2.5 meV. The comparison between the structure of the magnetic excitation spectra and the theoretical expectation from the spinon continuum suggests that the ground state of NaYbSe$_2$ is a QSL with a spinon Fermi surface.
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