Recently, various type of nanomaterials such as nanorod, nanowire, nanotube and their core/shell nanostructures have attracted much attention in photocatalyst due to their unique properties. Among them, Type-II core/shell heterostructures have extensively studied because it has exhibited improved electrical and optical properties against their single-component nanostructure. Such structures are expected to offer high absorption efficiency and fast charge transport due to their stepwised energetic combination and large internal surface area. Thus, it has been considered as potential candidates for high efficient photocatalytic activity. In this work, we introduce a novel chemical conversion process to synthesize Type-II ZnO/ZnSe core/shell heterostructures. A plausible conversion mechanism to ZnO/ZnSe core/shell heterostructres was proposed based on SEM, XRD, TEM and XPS analysis. The ZnO/ZnSe heterostructures exhibited excellent photocatalytic activity toward the decomposition of RhB dye compared to the ZnO nanorod arrays due to enhanced light absorption and the type-II cascade band structure.