Cubic-phase CdSe (C–CdSe) hollow microspheres and hexagonal-phase CdSe (H–CdSe) urchin-like microstructures have been controllably synthesized through an effective mixed solvothermal method in the absence of any surfactants. The products were characterized by X-ray diffraction (XRD), field emission scanning electron microscopy (FESEM), transmission electron microscopy (TEM), UV–Vis absorption spectroscopy and photoluminescence spectroscopy. The volume ratio of ethylenediamine and ethanol of two solvents is a key factor that determines the phase and shape of CdSe crystals. When the volume ratio of ethylenediamine and ethanol is changed from 1:3, through 1:1 to 4:1, CdSe crystals can be changed from hollow spheres (cubic phase), through acanthosphere (mixed phase) to urchin-like architectures (hexagonal phase). Based on the investigation of the influence of solvent ratio on the phase and morphology of CdSe, an “in situ phase transformation and crystal growth” mechanism is proposed. Optical properties indicate that the as-obtained H–CdSe urchin-like microstructures have much stronger optical absorption and emission than C–CdSe hollow microspheres.