Nanostructured zinc selenide (ZnSe) thin films were deposited from solutions containing zinc sulphate, selenium dioxide by galvanostatic (GS), potentiostatic (PS) and potentiodynamic (PD) modes of electrodeposition technique onto FTO coated glass substrates at 300 K. The films have been characterized by X-ray diffraction (XRD), Scanning Electron Microscopy (SEM), optical absorbance and photoelectrochemical (PEC) cell. XRD study depicts nanocrystalline hexagonal crystal structure of deposited thin film by GS and PS mode, while amorphous nature by PD mode. The surface morphology studied by scanning electron microscope (SEM) shows nanocrystalline morphology with well adherence and uniform distribution of grains over the surface of substrate in GS and PS mode, while amorphous morphology confirmed in PD mode. Optical absorbance study shows variation in absorbance peak due to quantum size effect. Hence, band gap of ZnSe thin films deposited by various modes of electrodeposition shows variation in range from 2.1 eV to 2.7 eV. The PEC cell combination was n-ZnSe | 1M (Na2S-NaOH-S) | Graphite. From the current-voltage (I-V) characteristics, it is concluded that films are of n-type conductivity. The I-V characteristics were used to calculate fill factor and to study performance of the PEC cells under the illumination condition of 1.5 air mass index (AM). PS mode deposited ZnSe thin film shows better performance with Isc and Voc values 1.16 mA/cm2 and 218 mV, respectively.