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Exciton-phonon coupling plays a central role in understanding exciton transport and non-equilibrium excited-state dynamics in materials. Recently, a number of new first-principles methods based on many-body perturbation theory been developed to study exciton-phonon interactions, successfully predicting exciton-phonon scattering lifetimes and optical linewidths. So far, these methods have primarily been applied to understand the dynamics of states near the bandedge due to the considerable numerical challenge of capturing the density of states available for scattering at higher energies, but the phonon-mediated dynamics of states above the continuum are also of physical interest. Monolayer WSe₂ and other transition metal dichalcogenides (TMDs) host a long-lived high-energy exciton state at roughly twice the energy of the optical bandgap. This state is believed to play a role in quantum interference phenomena and exhibits intriguing signatures of exciton-phonon coupling through a series of phonon side bands in the photoluminescence. Experimentally, the lifetime of this state has been measured to be ~50 fs, which is surprisingly long for a resonant exciton state. Here, we develop and apply an ab initio many-body perturbation theory approach to investigate the long-lived high-lying exciton in WSe₂. We calculate the imaginary part of exciton-phonon self-energy and shed light on the lifetime and relaxation dynamics of the high-lying exciton.