The photoconductive cadmium gallium selenide (CdGa2Se4) layer was grown through the hot wall epitaxy method. From the photocurrent (PC) measurements, the three peaks in the PC spectra were associated with the band-to-band transitions. The PC intensities were observed to decrease with decreasing temperature. The valence-band splitting on CdGa2Se4 was also observed by means of the PC spectroscopy. The crystal field splitting and the spin orbit splitting turned out to be 0.1604 and 0.4179 eV at 10 K, respectively. The temperature dependence of the optical band gap on the CdGa2Se4 was estimated using the PC. The band-gap energy of CdGa2Se4 at room temperature was 2.5446 eV.