Cd doped ZnSe nanoparticles have been successfully synthesized with sonochemical process by reacting high purity acetates and sodium selenosulphate at 343 K. The size of nanoparticles was calculated by using powder XRD. It shows the crystalline size ranging between 35.3 nm to 45.44 nm. XRD further shows that ZnSe nanocrystallites are polycrystalline in nature and belong to the hexagonal phase. SEM shows that the particles are spherical in shape. Effect of change of doping concentration of Cd is observed using FTIR. The optical energy band gap of the synthesized nanoparticles was calculated and found to be higher than bulk ZnSe (Eg. 2:7 eV) and this shows the clear blue shifting which may be due to the crystallite size and energy gap confinement. High absorption at wavelength of 415, 433 and 497 nmand high transmittance at wavelength longer than 564, 520, 521and 589 nm absorbed for different doping concentrations. Photocatalytic activity was observed with the continueous degradation of MB dye. Keywords: ZnSe nanoparticles, photocatalytic activity, MB dye, nanocrystallites, sonochemical