The CUPID-0 experiment searches for double beta decay using cryogenic calorimeters with double (heat and light) read-out. The detector, consisting of 24 ZnSe crystals 95 Formula omitted enriched in Formula omittedSe and two natural ZnSe crystals, started data-taking in 2017 at Laboratori Nazionali del Gran Sasso. We present the search for the neutrino-less double beta decay of Formula omittedSe into the 0 Formula omitted, 2 Formula omitted and 2 Formula omitted excited states of Formula omittedKr with an exposure of 5.74 kg Formula omittedyr (2.24 Formula omitted10 Formula omitted emitters Formula omittedyr). We found no evidence of the decays and set the most stringent limits on the widths of these processes: Formula omitted( Formula omittedSe Formula omittedKr Formula omitted)8.55 Formula omitted10 Formula omitted yr Formula omitted, Formula omitted ( Formula omitted Se Formula omitted Kr Formula omitted) Formula omitted yr Formula omitted, Formula omitted( Formula omittedSe Formula omittedKr Formula omitted)8.25 Formula omitted10 Formula omitted yr Formula omitted (90 Formula omitted credible interval).