In a strongly correlated electronic system, Coulomb interactions among electrons dominate over kinetic energy. Recently, two-dimensional (2D) moiré superlattices of van der Waals materials have emerged as a promising platform to study correlated physics and exotic quantum phases in 2D. In transition metal dichalcogenides (TMDCs) based moiré superlattices, the combination of large effective mass and strong moiré coupling renders the easier formation of flat bands and stronger electronic correlation, compared with graphene moiré superlattices. Meanwhile, the strong Coulomb interaction in 2D also leads to tightly bound excitons with large binding energy in TMDCs. In this talk, we will discuss how to use optical spectroscopy to investigate excitonic physics and strongly correlated phenomena in TMDC moiré superlattice, as well as strong interactions between excitons and correlated electrons.