Hollow ZnSe microspheres were successfully synthesized by a simple chemistry vapor deposition method in a horizontal tube furnace. The as-obtained samples were characterized by X-ray diffraction, field emission scanning electron microscopy, transmission electron microscopy, and energy-dispersive X-ray spectrometry. The growth mechanism of the ZnSe microspheres was discussed in detail, which can be addressed as the SO2 gas trap, expand, and burst during the deposition process. The morphology evolutions of the microspheres were observed. The size, open mouth, surface state, and morphology of the hollow ZnSe microspheres could be adjusted through changing the experimental conditions. Photoluminescence measurements show that the as-synthesized hollow ZnSe microspheres exhibit strong blue emissions with the intensities being adjustable. These hollow ZnSe microspheres may have promising applications in blue emitters, gas sensors, microreactors, and catalyst carriers.