High-quality crystalline ZnSe thin film has been successfully fabricated by using pulsed laser ablation of mixed target of Zn and Se. The physical, electrochemical and spectroelectrochemical properties of the as-deposited thin film at different substrate temperatures have been investigated by scanning electron microscopy (SEM), X-ray diffraction (XRD), X-ray photoelectron spectroscopy (XPS), the charge/discharge, cyclic voltammetry (CV) and in situ absorbance spectra measurements. The thin film deposited at room temperature consisted of a mixture of Zn and Se. When the substrate temperature was elevated to 300°C, the as-deposited thin film was composed of crystallized ZnSe. The cycle performance of ZnSe/Li cell is well than that of Zn–Se/Li cell. A couple of reduction and oxidation peaks at 0.51 and 1.4V from CV curves of ZnSe/Li cell was found, indicating the reversible formation and decomposition of Li2Se. Both classical alloying/dealloying processes and the partially selenidation/reduction of nano-sized metal zinc were proposed in lithium electrochemical reaction of ZnSe. The high degree of crystallinity in the zinc alloys and the slow kinetics should be responsible for a large irreversible capacity loss and poor cyclability.