CdSe is one of the significant members of II-VI type semiconducting family and it has a wide range of technological applications in which optoelectronic devices take a special position. The present paper reports the structural and optical characteristics of thermally evaporated CdSe thin films. XRD pattern exhibited preferential orientation along (111) plane while atomic composition analyses resulted in the ratio of Cd/Se as closer to 1.0. Temperature-dependent band gap characteristics of CdSe thin films were investigated for the first time by carrying out transmission experiments in the 10-300 K range. The analyses showed that direct band gap energy of the compound decreases from 1.750 (at 10 K) to 1.705 eV (at 300 K). Varshni model was successfully applied to the temperature-band gap energy dependency and various optical constants were determined. Raman spectrum of CdSe thin films was also presented to understand the vibrational characteristics of the compound. The present paper would provide worthwhile data to researchers especially studying on optoelectronic device applications of CdSe thin films.