Multiple-shell ZnSe core-shell microspheres were synthesized on a large scale by a facile solvothermal method in ethylene glycol (EG) with ethylene diamine tetraacetic acid (EDTA) assisted. X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM), UV–vis absorption spectroscopy and photoluminescence (PL) were used to characterize the structures and optical properties of these core-shell spheres with multiple shells. XRD and SEM analyses show that the as-grown ZnSe samples are zinc-blende core-shell structures with multiple shells. The possible growth mechanism is investigated. The results of photocatalysis of methyl red (MR) indicate that the multiple-shell ZnSe core-shell microspheres possess remarkable photocatalytic activity.