Closely arranged CdSe and Zn doped CdSe vertical nanorod bundles were grown directly on FTO coated glass by using electrodeposition method. Structural analysis by XRD showed the hexagonal phase without any precipitates related to Zn. FE-SEM image showed end capped vertically aligned nanorods arranged closely. From the UV-vis transmittance spectra, band gap energy was found to vary between 1.94 and 1.98 eV due to the incorporation of Zn. Solar cell parameters were obtained by assembling photoelectrochemical cells using CdSe and CdSe:Zn photoanodes, Pt cathode and polysulfide (1M $Na_2S$ + 1M S + 1M NaOH) electrolyte. The efficiency was found to increase from 0.16 to 0.22 upon Zn doping. Electrochemical impedance spectra (EIS) indicate that the charge-transfer resistance on the FTO/CdSe/polysulfide interface was greater than on FTO/CdSe:Zn/polysulfide. Cyclic voltammetry results also indicate that the FTO/CdSe:Zn/polysulfide showed higher activity towards polysulfide redox reaction than that of FTO/CdSe/polysulfide.