Here we report the preparation of highly pure cadmium selenide hollow structures (CSHSs) with 10–20μm diameter via a solid state reaction under ammonia gas atmosphere. The as-prepared product was characterized using X-ray diffraction (XRD), energy dispersive X-ray spectroscopy (EDS), scanning electron microscopy (SEM). Room temperature photoluminescence (PL) studies exhibited an orange emission band at 1.76eV which corresponds to the bandgap of CdSe. The hydrogen storage properties of CdSe hollow structures measured at 573K exhibited a reasonable value of 1.0wt% which is comparable with several reported results of other materials. This indicates the potential use of CSHSs in light emitting devices as well as an interesting material for hydrogen absorption research.