In this study, electrical, photo-electrical, optical and structural analyses of CdSe thin films deposited by thermal and e-beam evaporation techniques were carried out by measuring temperature dependent conductivity, mobility, photoconductivity under different illumination intensity, photoresponse, transmission and x-ray diffraction. As a result of these measurements, it was observed that the films deposited by the thermal evaporation technique have room temperature conductivity values approximately three orders of magnitude greater than the ones deposited by e-beam evaporation. Structural analysis showed that the films deposited by both methods with the same growth parameters have a mixed structure with the contribution of cubic and hexagonal structures. Two direct band gap values were obtained at 1.71 and 1.88 eV. Also, sublinear and supralinear photoconductivity behaviours related to sensitizing and imperfection levels lying at 0.12 and 0.28 eV below the conduction band were determined. The existence of these levels was clarified together with the valence band splitting by using photoresponse measurements.