In the present study, CdSe thin films were grown by Close Space Sublimation (CSS) method on glass substrates at elevated temperatures. The prepared films were analyzed through several characterization techniques such as XRD, SEM, EDX, optical transmission, and photoluminescence. Films had single phase hexagonal crystal structure without any obvious secondary phase segregation. The preferred orientation was (002). SEM images taken from the surface and cross-section of the layers showed well-defined faceted microstructure with a grain size ranging from 0.5 to 1.0 μm. The chemical composition was stoichiometric. Optical band gap calculated from the optical transmission was determined to be 1.73 eV. Room temperature PL spectra showed a single strong peak located at around 715 nm that can be attributed to free carrier-to-band or band-to-band optical transitions. The performance of photodetector devices constructed using the CSS grown CdSe films showed a wavelength dependent behavior, shorter wavelength light generating higher photocurrent. It was seen also determined that the responsiveness and detectivity values increased with decreasing value of the light wavelength. Switching properties, responsivity and detectivity of the photodetectors were studied. The maximum responsivity was observed at 714 nm. Devices yielded the highest photocurrent at a wavelength of 443 nm.