van der Waals heterostructures composed of two-dimensional (2D) transition metal dichalcogenides and vdW magnetic materials offer an intriguing platform to functionalize valley and excitonic properties in nonmagnetic TMDs. Here, we report magneto photoluminescence (PL) investigations of monolayer (ML) MoSe₂ on the layered A-type antiferromagnetic (AFM) semiconductor CrSBr under different magnetic field orientations. Our results reveal a clear influence of the CrSBr magnetic order on the optical properties of MoSe₂, such as an anomalous linear-polarization dependence, changes of the exciton/trion energies, a magnetic-field dependence of the PL intensities, and a valley g-factor with signatures of an asymmetric magnetic proximity interaction. Furthermore, first-principles calculations suggest that MoSe₂/CrSBr forms a broken-gap (type-III) band alignment, facilitating charge transfer processes. The work establishes that antiferromagnetic-nonmagnetic interfaces can be used to control the valley and excitonic properties of TMDs, relevant for the development of opto-spintronics devices.