Gallium monoselenide is a p-type semiconductor with anisotropic photoelectric and optical properties. The anisotropy of layered compounds properties is caused by the weak bonds between the atomic packings, fact that allows atoms intercalation in the Van-der-Waals space, and Cd atoms, in particularly. At high temperature dislocations accumulate on the elementary packings surface. These dislocations become centres of CdSe compound formation. At temperatures close to the melting point of the GaSe compound (1230 K) the concentration of CdSe molecular bonds satisfy the formation conditions of CdSe single crystallites with hexagonal lattice. The crystallites dimensions grow from units of nanometres up to micrometers, when thermally annealing duration is 24-36 hours. CdSe-GaSe composite is a material that diffuses intense the incident light. Absorption spectrum edge of the studied composite contains two intervals determined by light absorption in the both GaSe and CdSe crystallites. At the same time with the absorption coefficient spectral distribution and photoluminescence spectra were studied. Thermally stimulated luminescence (TSL) was studied to determine the electrons trapping levels diagram. The structural defects generated by the dislocations, by the defects formed by CdSe crystallites in GaSe, and by the Cd atoms intercalated in GaSe, form trapping levels localized near the band gap centre of the GaSe compound. The correlation between the annealing temperature and duration, and CdSe crystallites dimension formed on both the GaSe surface and interface was established.