Forming van der Waals multilayer structures with two-dimensional materials is a promising new method for material discovery. The weak van der Waals interlayer interaction without atomic correspondence relaxes lattice matching requirement and allows formation of high-quality interfaces with virtually any combination of two-dimensional materials. However, the weak nature of the van der Waals interaction also makes it challenging to harness emergent properties of such multilayer materials. Previous studies have indicated that in transition metal dichalcogenide bilayer heterostructures, the interlayer charge and energy transfer is highly efficient. Therefore, it is important to understand interlayer coupling in these materials and its role on charge and energy transfer. Here we show that in a MoSe/WSe/WS trilayer, the interlayer coupling is strong enough to form layer-coupled states in the conduction band with the electron wave function extends to all three layers. Density functional theory calculations reveal that the layer-coupled states in Q valley are about 0.1 eV below the individual monolayer states in K valley, which is consistent with photoluminescence measurements. Transient absorption measurements show that these layer-coupled states provide a channel for ultrafast interlayer charge transfer between the top WS and the bottom MoSe layers. In this process, electrons from the K valley of the individual monolayers are scattered to the layer-coupled states in Q valley. Such a partial charge transfer allows formation of partial-indirect excitons with the holes in one monolayer while electrons shared by three layers. The formation of layer-coupled states is promising for harnessing emergent properties of transition metal dichalcogenide multilayer heterostructures. Our findings also provide new ingredient to understand charge and energy transfer in transition metal dichalcogenide heterobilayers, as the layer-coupled states can play important roles in the efficient transfer observed in these systems.