Homogeneous ZnSe hollow microspheres were synthesized on a large scale through an EDTA-assisted mixed solvothermal strategy without any surfactants and templates. The as-synthesized ZnSe microspheres were characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM), X-ray photoelectron spectroscopy (XPS), and UV–vis absorption spectroscopy. The results of photodegradation of methylene blue (MB) indicate that the hollow microspheres exhibit a visible-light-responsive photocatalytic behavior. As compared with the bulk ZnSe, the photocatalytic efficiency for the hollow microspheres was enhanced remarkably, which might be related with the hollow aggregates of ZnSe nanocrystallites.