ZnSe thin films are deposited by the chemical bath deposition (CBD) method onto different glass and SnO2 coated glass substrates. Three SnO2 substrates with different grain size, roughness, conductivity and optical transmission are used. The roughness of the surfaces increases after CBD deposition of ca 0.1 mu m thick ZnSe films and further upon heating at 200 degrees C due to recrystallisation of the deposit. This effect seems more intense the bigger the grain size of the SnO2 substrate. Above 400 degrees C annealing temperature, the roughness of the films diminishes below that of bare SnO2 substrates, after conversion of ZnSe into a ZnO film. For films deposited on glass substrates, the annealing process gives rise to the roughest surfaces, due to a weaker film-substrate interaction and more important recrystallisation. The optical characterisation shows a decrease in the integral transmittance by about 15% for all the substrates studied after deposition of the ZnSe film. On the glass substrate, the annealing treatment shifts the absorption edge to longer wavelengths reflecting the important recrystallisation. This effect does not take place with SnO2 substrate due to the better crystallinity of the initial film and the stronger film-substrate interaction. Transmittance increases after annealing at 400 degrees C due to the formation of the ZnO film. Compositional analysis by XPS shows that films are composed of a mixture of ZnSe and ZnO, the proportion differing among substrates. In general, films deposited on SnO2 have higher proportion of ZnO than on glass substrate. We attribute this effect to differences in the chemical deposition process induced by the substrate surface.