The growth of cadmium chalcogenide thin film semiconductors, in the context of a typical electrolytic method of formation with an aqueous bath, is to a large extent determined by the deposition substrate, together with the potential, for a given electrolyte composition and temperature. The effect of various substrates ([100]-oriented Ni, commercially pure Ni, Ti) and procedures (Ni electropolishing, Ti anodization, double-step deposition, etc.) on the structural arrangement and the resulting photoelectrochemical (PE) behavior of cathodically electroplated CdSe layers is presented. The outcome of the preparation process is analyzed in terms of structural-optical properties relation. As verified, some microcrystalline, porous samples give higher PE efficiencies than larger-grained ones, owing to the increased contact area with the PE redox electrolyte and possibly the establishment of a particular charge transfer mechanism in the solid. The latter is associated with the existence of a nanostructure.