Controlling the strain in two-dimensional (2D) materials is an interesting avenue to tailor the mechanical properties of nanoelectromechanical systems. Here, we demonstrate a technique to fabricate ultrathin tantalum oxide nanomechanical resonators with large stress by the laser oxidation of nano-drumhead resonators composed of tantalum diselenide (TaSe2), a layered 2D material belonging to the metal dichalcogenides. Before the study of their mechanical properties with a laser interferometer, we verified the oxidation and crystallinity of the freely suspended tantalum oxide using high-resolution electron microscopy. We demonstrate that the stress of tantalum oxide resonators increases by 140 MPa (with respect to pristine TaSe2 resonators), which causes an enhancement in the quality factor (14 times larger) and resonance frequency (9 times larger) of these resonators.