Moiré superlattices of two-dimensional van der Waals materials have emerged as a powerful platform for designing electronic band structures and discovering emergent physical phenomena. A key concept involves the creation of long-wavelength periodic potential and moiré bands in a crystal through interlayer electronic hybridization or atomic corrugation when two materials are overlaid. Here we demonstrate a new approach based on spatially periodic dielectric screening to create moiré bands in a monolayer semiconductor. This approach relies on reduced dielectric screening of the Coulomb interactions in monolayer semiconductors and their environmental dielectric-dependent electronic band structure. We observe optical transitions between moiré bands in monolayer WSe2 when it is placed close to small-angle-misaligned graphene on hexagonal boron nitride. The moiré bands are a result of long-range Coulomb interactions, which are strongly gate tunable, and can have versatile superlattice symmetries independent of the crystal lattice of the host material. Our result also demonstrates that monolayer semiconductors are sensitive local dielectric sensors.