Temperature dependence of the luminescence spectra of MoSe₂ crystals intercalated with I₂ molecules has been investigated in the temperature range 11–100 K. The spectrum of luminescence, which is caused by the recombination of excitons bound on iodine molecules embedded in the van der Waals gap (vdW), consists of zero-phonon doublet at an energy less by 0.1 eV than the width of the indirect band gap of the host crystal, and its phonon replicas. The distance between the spectral lines of this A-B doublet constitutes ∆_AB=5.6 meV. From the temperature dependence of the ratio of the A and B lines intensities, it was found, that the rate of radiative recombination of the exciton state B, which is responsible for the short-wavelength line B (E_B = 1.0416 eV), is 76 times higher than the recombination rate of the A state (E_A = .0360 eV). Based on a comparative analysis of the structure of the luminescence spectra at different temperatures and the measured Raman spectra, it is shown that the observed nine peaks of the phonon sideband are formed by only two vibrational modes with frequencies ν_ph1 = 144 cm⁻¹ and ν_ph2 = 190 cm⁻¹. The 1^st frequency corresponds to the vibrational mode due to the second-order Raman process, and the 2^nd – to the local vibrational mode induced by the halogen molecule embedded in the layered crystal structure. Finally, fundamental possibilities provided by the intercalation of halogen molecules in the interface of the van der Waals heterojunctions to modify their electronic properties are considered.