Energy relaxation of photo-excited charge carriers is of significant fundamental interest and crucial for the performance of monolayer (1L) transition metal dichaclogenides (TMDs) in optoelectronics. We measure light scattering and emission in 1L-WSe$_2$ close to the laser excitation energy (down to~$sim$0.6meV). We detect a series of periodic maxima in the hot photoluminescence intensity, stemming from energy states higher than the A-exciton state, in addition to sharp, non-periodic Raman lines related to the phonon modes. We find a period $sim$15meV for peaks both below (Stokes) and above (anti-Stokes) the laser excitation energy. We detect 7 maxima from 78K to room temperature in the Stokes signal and 5 in the anti-Stokes, of increasing intensity with temperature. We assign these to phonon cascades, whereby carriers undergo phonon-induced transitions between real states in the free-carrier gap with a probability of radiative recombination at each step. We infer that intermediate states in the conduction band at the $Lambda$-valley of the Brillouin zone participate in the cascade process of 1L-WSe$_2$. The observations explain the primary stages of carrier relaxation, not accessible so far in time-resolved experiments. This is important for optoelectronic applications, such as photodetectors and lasers, because these determine the recovery rate and, as a consequence, the devices speed and efficiency.
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