We report on the observation of a superconducting gap of about 14-15 meV, significantly enlarged compared with the value of 2.2 meV for bulk FeSe, in monolayer FeSe film interfaced with MgO epitaxial on SrTiO3(001) substrate by using the scanning tunneling microscopy. While the MgO exhibits the same work function as SrTiO3 substrate, the gap magnitude is in coincidence with that of surface K-doped two-unit-cell FeSe film on SrTiO3(001), suggesting that the interface enhanced superconductivity might be attributed to cooperation of interface charge transfer driven by band bending with interface electron-phonon coupling as discovered at FeSe/TiO2 interfaces. On the other hand, the observation of such an enlarged superconducting gap, complementary to our previous transport observation of an onset superconducting transition temperature of 18 K in monolayer FeSe film on a bulk MgO substrate, implies that FeSe/MgO interface is likely to be a new interface high-temperature superconducting system, providing a new platform for investigating the mechanism of interface hightemperature superconductivity.