The anisotropy of reflection, transmission and wavelength modulated reflection and transmission optical spectra of ZnAl₂Se₄ crystals doped by cobalt were investigated at 10 and 300 K. Intersections of refractive indices spectral dependences of ordinary and extraordinary waves (isotropic wavelengths λ₀, λ₀₁, λ₀₂ and λ₀₃) were revealed in the region of electron transitions from Co²⁺ ions and in the depth of absorption band (λ₀₄, λ₀₅, λ₀₆ and λ₀₇). It was found, that the spectral dependence Δn=n(E?c)-n(E||c) intersects the zero axis in all values of isotropic wavelengths as in transmission region and in the depth of absorption band. The bands observed in reflection spectra of crystals in parallel and crossed polarizers at isotopic wavelengths have half-widths around 7-15 Å. Refractive indices in isotropic wavelengths change in 10¹-10³ times. Narrow-band filters of different wavelengths could be created on the base of ZnAl₂Se₄ crystals doped by cobalt.