In this work, we present a comprehensive theoretical and computational investigation of exciton fine structures of WSe2-monolayers, one of the best-known two-dimensional (2D) transition-metal dichalcogenides (TMDs), in various dielectric-layered environments by solving the first-principles-based Bethe–Salpeter equation. While the physical and electronic properties of atomically thin nanomaterials are normally sensitive to the variation of the surrounding environment, our studies reveal that the influence of the dielectric environment on the exciton fine structures of TMD-MLs is surprisingly limited. We point out that the non-locality of Coulomb screening plays a key role in suppressing the dielectric environment factor and drastically shrinking the fine structure splittings between bright exciton (BX) states and various dark-exciton (DX) states of TMD-MLs. The intriguing non-locality of screening in 2D materials can be manifested by the measurable non-linear correlation between the BX-DX splittings and exciton-binding energies by varying the surrounding dielectric environments. The revealed environment-insensitive exciton fine structures of TMD-ML suggest the robustness of prospective dark-exciton-based optoelectronics against the inevitable variation of the inhomogeneous dielectric environment.