The lattice mismatch between CdSe and ZnSe is known to limit the thickness of ZnSe/CdSe quantum wells on GaAs (001) substrates to about 2-3 monolayers. We demonstrate that this thickness can be enhanced significantly by using InGaAs pseudo substrates, which generate alternating tensile and compressive strains in the ZnSe/CdSe/ZnSe layers resulting in an efficient strain compensation. This method enables to design CdSe/ZnSe quantum wells with CdSe thicknesses ranging from 1 to 6 monolayers, covering the whole visible spectrum. The strain compensation effect is investigated by high resolution transmission electron microscopy and supported by molecular statics simulations. The model approach with the supporting experimental measurements is sufficiently general to be also applied to other highly mismatched material combinations for the design of advanced strained heterostructures.