Although ZnSe has been widely studied due to its attractive electronic and optoelectronic properties, limited data on its plastic deformations are available. Through molecular dynamics simulations, we have investigated the indentations on the (001), (110), and (111) planes of ZnSe nano films. Our results indicate that the elastic modulus, incipient plasticity, elastic recovery ratio, and the structural evolutions during the indenting process of ZnSe nano films show obvious anisotropy. To analyze the correlation of structural evolution and mechanical responses, the atomic displacement vectors, atomic arrangements, and the dislocations of the indented samples are analyzed. Our simulations revealed that the plastic deformations of the indented ZnSe nano films are dominated by the nucleation and propagation of 1/2<110> type dislocations, and the symmetrically distributed prismatic loops emitted during the indenting process are closely related with the mechanical properties. By studying the evolutions of microstructures, the formation process of the dislocations, as well as the formation mechanisms of the emitted prismatic loops under the indented crystalline planes are discussed. The results presented in this work not only provide an answer for the questions about indentation responses of ZnSe nano films, but also offer insight into its plastic deformation mechanisms.