CdSe hollow sphere with average size of about 30-50 nm was synthesized from the mixed solution of cadmium chloride $(CdCl_2)$, sodium selenosulfate $(Na_2SeSO_3)$ and ethylenediamine(EDA, $H_2NCH_2CH_2NH_2$) at room temperature. The molar ratio of EDA to $Cd^{2+}$ showed the most significant effect on the morphology of CdSe hollow sphere. This paper will present and discuss the possible formation mechanism of CdSe hollow sphere based on the observation of morphological changes.