CdO films were prepared on glass substrates by the spray pyrolysis technique. Results on structural, optical and electrical properties of the layers as a function of the thermal annealing are reported. XRD data indicates that samples show microstructural perfection improvement as a function of annealing time. The optical band-gap shows a dependence with the inverse of the squared crystallite size, suggesting that electron confinement is an important effect. The lattice parameter and band-gap energy of the samples annealed at 450 degreesC for 120 min correspond to the reported values of bulk CdO crystals. In addition, the electrical resistivity measurement shows a slight decrease when annealing time is increased up to 40 min but it saturates for larger times.