In this work, the effects of magnetic proximity coupling on electronic structures, valley polarization and magneto-crystal anisotropy of VI3/WSe2 heterostructure are studied in detail based on density functional theory. The results show that the spin-valley polarization characters of WSe2 monolayer can be induced by the proximity effect of ferromagnetic VI3 monolayer. Based on the effective Hamiltonian k⋅p model, a large valley polarization of 8.7meV is observed, which is mainly contributed by the SOC effect and not magnetic exchange field. Meanwhile, the magneto-crystal anisotropy of VI3 layer is also obviously altered from the [100] to [001] magnetic axis compared to the isolated VI3 monolayer. The reduction in the interlayer space strengths the W–V atomic coupling, resulting in a significant increase in the spin and valley polarization. Compression strain shows weakening effect on the valley polarization, while the tensile strain largely enhances the valley polarization of VI3/WSe2 heterostructure, which can reach the maximum value of 29.1meV at the tensile strain of 8%. The V spin direction (θ) has significant effect on valley polarization of WSe2 layer, which is positively correlated with the magnetization strength of V atom in the vertical direction. Furthermore, constructing the VI3/WSe2/VI3 sandwich heterostructure can induce a larger valley polarization, which can reach a maximum value of 32.4meV. These results indicate that the VI3/WSe2 heterostructure is a potential candidate for valleytronics.