Strain engineering in single-layer semiconducting transition metal dichalcogenides aims to tune their bandgap energy and to modify their optoelectronic properties by the application of external strain. In this paper we study transition metal dichalcogenides monolayers deposited on polymeric substrates under the application of biaxial strain, both tensile and compressive. We can control the amount of biaxial strain applied by letting the substrate thermally expand or compress by changing the substrate temperature. After modelling the substrate-dependent strain transfer process with a finite elements simulation, we performed micro-differential spectroscopy of four transition metal dichalcogenides monolayers (MoS2, MoSe2, WS2, WSe2) under the application of biaxial strain and measured their optical properties. For tensile strain we observe a redshift of the bandgap that reaches a value as large as 94 meV/% in the case of single-layer WS2 deposited on polypropylene. The observed bandgap shifts as a function of substrate extension/ compression follow the order WS2 < WSe2 < MoS2 < MoSe2.