Size-dependent photocurrent switching has been investigated in chemical bath deposited CdSe quantum dot (QD) films with band gaps 2.26, 2.09, and 1.81 eV (corresponds to nanoparticles' average diameter of 4, 5, and 10 nm). CdSe films generate only anodic photocurrent (exhibit n-type semiconductor behavior) in the solution which contains only acceptor of photoholes (SO 3 2− anions), whereas cathodic photocurrent (corresponding to p-type behavior) arises after immersion of the films in polyselenide electrolyte (containing Se n 2− /Se 2− redox system). Appearance of the cathodic photocurrent is related to chemisorptions of Se 2− and Se n 2− anions, as revealed by the cadmium underpotential deposition (UPD). Photocurrent switching from anodic to cathodic becomes more pronounced with decreasing of CdSe nanoparticle size because small quantum dots with their broadened band gaps have more favorable conduction band energy for electron injection to polyselenide anions. On the contrary, particle size does not play a significant role for the injection of photoholes into the electrolyte because the position of the valence band is weakly size-dependent, and anodic photocurrent is determined primarily by the real surface area of the electrode, which was found to be greater than the geometrical one by 1-2 orders of magnitude from cadmium UPD. Effective charge separation at the highly developed CdSe-electrolyte interface contributes to high incident photon-to-current conversion efficiency of photocurrent (IPCE~40 %).