CdSe hollow spheres with the diameter of about 30-50 nm were synthesized after ultrasonic irradiation in the presence of $Cd(NO_3)_2,;Na_2SeSO_3$, and polyvinylalcohol(PVA). The characteristics of CdSe hollow spheres were analyzed using X-ray diffraction(XRD), transmission electron microscopy(TEM), UV-vis measurement and PL spectrometer. The characteristics of solvent as water and water-1-propanol mixture in the system played important roles on the controlled synthesis of hollow sphere. Based on the observation of morphological difference of CdSe, the possible mechanism of CdSe hollow sphere formation will be discussed.