Hexagonal prisms with pyramid end of cubic ZnSe microstructures are successfully fabricated by a simple chemical vapour deposition method. The obtained ZnSe pyramids grow along the <111> crystal axis and possess sharp tips. Two kinds of ZnSe structures can be obtained through controlling the experimental conditions. The growth mechanism of the product is proposed. The cubic structure of ZnSe and the experimental conditions may lead to the growth of the hexagonal prism with pyramid end. A stable blue emission of 465 nm at room temperature is observed in this novel pyramid-shaped ZnSe material and can be ascribed to the band emission of the cubic phase.