Spray pyrolysis is a simple, inexpensive and economical method to produce a thin film on large substrate area. Semiconducting thin films of CdZnSe2 have been deposited onto preheated glass substrate by varying substrate temperature from 250°C at an interval of 25°C to 325°C. The optimized deposition temperature is around 300°C. From optical transmission and reflection spectra, absorption coefficient (α) was calculated at various wavelengths ranging from 350 nm to 1100 nm and was of the order of 104-105 cm-1. Band gap energy were determined from absorbance measurement in visible range using Tauc theory. It shows that the main transition at the fundamental absorption edge is a direct allowed transition. At the temperature of 300°C, the optical band gap is found to be 2.52 eV. At the temperatures less than or greater than 300°C, the optical band gap goes on increasing. The refractive index(n) and extinction coefficient(k) both decreases as wavelength increases which shows that the optical constants are most suitable for many scientific studies and technological applications such as heat mirrors, transparent electrodes and solar cells .Electrical conductivity was measured by four probe method. Arrhenius plots shows the semiconducting nature of films. EDAX analysis reveals the formation of thin films.