Cadmium selenide (CdSe) nanoparticles with the diameter of about 3.4nm have been synthesized from the mixed aqueous solution of distilled water and diethanolamine at room temperature. The cadmium chloride ($CdCl_2$), sodium selenosulfate ($Na_2SeSO_3$) were used as the cadmium and selenium source, respectively. The properties of CdSe nanoparticles were characterized by using transmission electron microscopy (TEM), X-ray photoelectron spectroscopy (XPS), X-ray diffraction (XRD) and UV-Vis measurements. CdSe nanoparticles were analyzed to be cubic phase with the absorption excition peaks between 540 and 600 nm. CdSe nanoparticles also showed red-shifted excition peaks with increasing the sonication time. This paper mainly presents the sonication effects on the formation of CdSe nanoparticles prepared from the mixed aqueous solution of distilled water and diethanolamine.