Multi-exciton states such as biexcitons, albeit theoretically predicted, have remained challenging to identify in atomically thin transition metal dichalcogenides so far. Here, we use excitation-power, electric-field and magnetic-field dependence of photoluminescence to report direct experimental evidence of two biexciton complexes in monolayer tungsten diselenide: the neutral and the negatively charged biexciton. We demonstrate bias-controlled switching between these two states, we determine their internal structure and we resolve a fine-structure splitting of 2.5 meV for the neutral biexciton. Our results unveil multi-particle exciton complexes in transition metal dichalcogenides and offer direct routes to their deterministic control in many-body quantum phenomena