The light-matter interaction between plasmonic nanocavity modes and excitons at the nanometer scale is here addressed in the scanning tunneling microscope configuration where an MoSe 2 monolayer is located between the tip and the substrate. We investigate by optical excitation the electromagnetic modes of this hybrid Au / MoSe 2 / Au tunneling junction using numerical simulations where electron tunneling and the anisotropic character of the MoSe 2 layer are taken into account. In particular, we pointed out gap plasmon modes and Fano-type plasmon-exciton coupling taking place at the MoSe 2 / Au substrate interface. The spectral properties and spatial localization of these modes are studied as a function of the tunneling parameters and incident polarization.