Undopped monocrystal layers of CdSe were grown in the quasi-closed volume (QCV) on the spolled surfaces of the mica crystals in the conditions of the thermal equilibrium. The thickness of layers was about 20 100 with the area of the epitaxial surface about 3 cm2. The X-ray investigations showed that they have the hexagonal structure and were oriented by the basic plane (0001) parallel to the epitaxy plane. The specific dark resistance and the multiples of the photoemisivity at 300 K and light exposure 300 Lk were about 109 Om·sm and 103 respectively. The cathodoluminescence spectra of the CdSe layers were measured for the energy of the exciting electron beam about 40 keV and the current density was in the region about 6.4·10-2 2 A·sm-2. At the temperature 77 K and the current density 6.4·10-2 A·sm-2 in the luminescence spectra we have observed the narrow line, which corresponds to zero-phonon annihilation of the free A-exciton in the state with ( ) [1]. With the increase of the current density till 0.4 A·sm-2 the density of free excitons satisfied to the condition of the exciton gas – nodegenerate plasma transition. The wide band of luminescence, consisting of the lines with the energy difference about 25 meV occurs in the spectrum of cathodoluminescence. The shortwave line at corresponds to the plasma state of the nonequilibrium current charge and the longwave line at corresponds to the LO-phonon (ћωLO = 25 ’ 27 meV) [2] band. The position and the asymmetric shape of the bands of exciton-phonon annihilation are described by the spectra of nondegenerate electron-hole plasma luminescence. At the further increase of current density till 2.0 A·sm-2 the luminescence band was broadened till the energy and its peak was shifted to the longwave side. At this current density the free excitons density corresponds to the phase transition exciton gas-degenerate plasma. Presence at 77 K in the cathodoluminescence spectra of the lines of free A-excitons and its renormalization at high level of electron excitation evidenced about the cleanness and about the crystal perfection of the CdSe epitaxial layers.