We report on the possibility to prepare ZnSe porous layers with different degrees of porosity by means of electrochemical methods. The prepared porous structures were characterized using scanning electron microscopy (SEM), photoluminescence (PL) and cathodoluminescence (CL) techniques. The PL of the as-grown material and porous layers measured at low temperatures (10 K) was found to be dominated by an emission band at 2.796 eV as well as a band at 2.700 eV with several phonon replicas. The analysis of the dependence of these bands upon the excitation power density and temperature suggests that free-to-bound and respectively donor-acceptor electron transitions are responsible for the emission bands involved. The comparison of SEM and CL images taken from the same porous regions demonstrated that cathodoluminescence intensity from layers with small characteristic sizes of the porous entities (around 50 nm) is weaker than that inherent in bulk material, while porous layers with the pore diameter of around 500 nm exhibit much stronger luminescence.