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The introduction of magnetism in two-dimensional (2D) materials represents an intense field of research nowadays and the quest to reach above-room-temperature ordering temperatures is still underway. Intrinsic ferromagnetism was discovered in 2017 in CrI$_{{3}}$ and Cr$_{{2}}$Ge$_{{2}}$Te$_{{6}}$ in the monolayer form with low Curie temperatures. An alternative method to introduce magnetism into conventional 2D materials is substitutional doping with magnetic impurities similarly to three-dimensional diluted magnetic semiconductors. The case of Mn-doped transition metal dichalcogenide (MoS$_{{2}}$, MoSe$_{{2}}$, WS$_{{2}}$, WSe$_{{2}}$) monolayers is very interesting because combining out-of-plane ferromagnetism and valley contrast leads to ferrovalley materials. In this work, we focus on the incorporation of Mn in MoSe$_{{2}}$ by molecular beam epitaxy on graphene which has been rarely addressed up to now. By using a multiscale characterization approach, we demonstrate that Mn atoms are incorporated into the MoSe$_{{2}}$ monolayer up to 5 atomic percent. However, when incorporated into the film, Mn atoms tend to diffuse to the grain edges forming undefined Mo$_{{{\it x}}}$Mn$_{{{\it y}}}$Se$_{{{\it z}}}$ phase at grain boundaries after completion of the MoSe$_{{2}}$ monolayer. This segregation leaves the crystalline and electronic structure of MoSe$_{{2}}$ unmodified. Above 5%, the saturation of Mn content in MoSe$_{{2}}$ leads to the formation of epitaxial MnSe clusters.