Cadmium sulphide is known to have tremendous applications towards optoelectronic and nonlinear devices. Hence, here we have facilely casted the CdS films with diverse Se contents through low-cost spray pyrolysis technique. XRD study defends mono-phase formation of CdS having hexagonal system at all Se doping contents. Scherrer equation was employed to evaluate crystallite size in range of 15–25 nm. Vibrational study reveals the presence of fundamental modes of vibration of hexagonal CdS. EDX and SEM mapping studies approve the existence of Se and its homogeneous distribution all over the film. SEM micrographs shows the nanoscale grains formation on film surface and the size is increasing with Se doping. Optical study revealed that the grown films are of optimal quality with transparency in range of 60–75% with low absorbance and reflectance values. The refractive index values are noted to varied from 1 to 2.7 with wavelength and noticed to be reduced on Se content in UV–Vis region. The reduction in direct and indirect energy gap was found from 2.46 to 2.34 eV and 2.21 to 1.96 eV, correspondingly due to Se. PL emission profile contains an emission band at 528, 529, 529, 530 and 546 nm for 0.0, 0.5, 1.0, 2.5, 5.0 wt% Se:CdS films. Dielectric constant and loss were estimated. The nonlinear refraction ( n 2 ) and absorption coefficient ( β ) and third-order nonlinear susceptibility ( χ 3 ) values were determined using Z -scan and observed in order of 10 –8 cm 2 /W, 10 –4  cm/W and 10 –3 esu, correspondingly. The high values of χ 3 propose the films for nonlinear applications.