Cadmium selenide is one of the group IIb-VI compounds, which is the promising semiconductor material due to its wide range of technological applications in optoelectronic devices such as photoelectrochemical cells, solid state solar cells, thin film photoconductors etc. CdSe has optical band gap of 1.7-1.8eV and proper conduction band edge for water splitting. CdSe films are coated with small thickness(20-50nm) nanocrystalline $TiO_2$ film by electrodeposition or chemical bath deposition methods and PEC properties of CdSe and CdSe/$TiO_2$ sandwich structure are studied. The photoactivity of CdSe and CdSe/$TiO_2$ films deposited on titanium substrate is studied in aqueous electrolyte of 1M NaOH solution. Photocurrent and photovoltage obtained were of the order of 2-4 mA/$cm^2$ and 0.5V, respectively, under the intensity of illumination of 100 mW/$cm^2$.