Photoelectrochemical deposition of CdZnSe thin films on the Se-modified Au electrode using electrochemical quartz crystal microgravimetry (EQCM) and voltammetry is described. Corrosion of pre-deposited Se electrodes by illumination at a fixed potential resulted in $Se^{2-}$ species, which was manifest from the EQCM frequency changes. $Se^{2-}$ species generated from the photocorrosion reacted with $Cd^{2+}$ and $Zn^{2+}$ ions in the electrolyte to form CdZnSe films on the Au electrode. The effect of electrolyte composition on the composition and band gap of CdZnSe films was studied in detail. Also, photoelectrochemistry, EDX, Raman spectroscopy were used for the characterization of CdZnSe thin films.