Multilayer MoS2, MoSe2, and WSe2 crystals were excited with femtosecond optical pulses of various wavelengths. The emitted terahertz (THz) radiation pulses were found to be the most intense at photon energies coinciding with the direct energy gap at the K points of the Brillouin zone of corresponding materials. It was shown that the transition metal dichalcogenides of different dopant type emit THz pulses of opposite polarity, suggesting that the surface field plays a role in THz emission. Nevertheless, the optical pump-THz probe experiments contradicted THz emission observations, demonstrating a decrease in photoconductivity at higher energy quanta. The proposed THz pulse generation mechanism, therefore, assumes the accumulation of excitonic electric dipoles during optical pulse absorption and a fast build-up of the internal electric field inside the samples. This assumption was supported by double optical pulse investigations.