A direct band gap that solely exists in monolayer semiconducting transition metal dichalcogenides (TMDs) endows strong photoluminescence (PL) features, whereas multilayer TMD structures exhibit quenched PL due to the direct-to-indirect band gap transition. We demonstrate multi-layer TMD (such as MoS2 and WS2) nanoscrolls with a preserved direct band gap fabricated by an effective and facile method of solvent-driven self-assembly. The resultant multi-layer nanoscrolls, exhibiting up to 11 times higher PL intensity than the remanent monolayer, are carefully characterized using PL spectroscopy. Significantly enlarged interlayer distances and modulated interlayer coupling in the fabricated nanostructures are unveiled by cross-sectional scanning transmission electron microscopy, atomic force microscopy, and Raman spectroscopy. The preservation of direct band gap features is further evidenced by density functional theory calculations using the simplified bilayer model with an experimentally obtained 15 & ANGS; interlayer distance. The modulation of the PL intensity as an indicator of the band gap crossover in the TMD nanoscrolls is demonstrated by removing the acetone molecules trapped inside the interlayer space. The general applicability of the method presents an opportunity for large-scale fabrication of a plethora of multilayer TMD nanoscrolls with direct band gaps.