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We have studied tungsten diselenide (WSe2) and tungsten disulfide (WS2) monolayer materials in second harmonic generation spectroscopy and microscopy experiments. Ultra-broadband continuum pulses served as the fundamental beam while its second harmonic spectrum in the visible and ultraviolet (UV) range was detected and analyzed with a better than 0.3 nm spectral resolution (<2 meV). We provide dispersion data and absolute values for χ(2) for the materials within a photon energy range of 2.3–3.2 eV. Fine spectral features that were detected within the dispersion data for the optical nonlinearities indicate the impact of near bandgap exciton transitions. The fundamental bandgap of 2.35 eV and exciton binding energy of 0.38 eV were determined from the measurements for WS2 monolayers while the corresponding values in WSe2 monolayers were 2.22 eV and 0.71 eV. Ranges for the absolute values of the sheet nonlinearity for WS2 and WSe2 are shown to be 0.58–1.65 × 10−18 m2/V and 0.21–0.92 × 10−18 m2/V, correspondingly.