Cadmium Selenide (CdSe) thin films were prepared by pulsed laser deposition using a Nd:YAG laser (355 nm). Films were grown by ablating a sintered pure CdSe target with fluences from 0.1 to 1.5 J/cm2 on corning glass, silicon (100) and quartz substrates. Deposition chamber was maintained under vacuum pressure while substrate temperature was increased from room temperature to 500°C in order to control the crystalline phase. All the films show mirror-like surface morphology. Atomic force microscopy (AFM) images shown that films have very flat surfaces with RMS values around 0.7 and 5 nm for room temperature and 500°C respectively. The X-ray diffraction analysis proves the presence of the cubic zinc blend phase for the CdSe films deposited at low temperature, at 400°C and at higher substrate temperature the hexagonal phase is present. TEM analysis shows that at 100°C the films are constituted by particles with an average size of 30nm in diameter. The optical properties of the films were determined from the UV-transmission spectra. The estimated band gap values of the films deposited at room temperature and at 400°C (0.1 J/cm2) were 1.87 and 1.70 eV respectively.