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CdSe/TiO₂ heterojunction thin films were prepared by electrodeposition of CdSe nanoparticles on TiO₂ nanotube arrays(TNTs). The effect of annealing temperature of TNTs (200,350,450,600℃) on photoelectrochemical properties of CdSe/TiO₂ heterojunctions thin films was discussed. The microstructure, crystal structure and photoelectric chemical properties of the samples were characterized by SEM, XRD, UV-Vis, electrochemical test and other methods. The results show that the cubic CdSe nanoparticles are uniformly deposited on the nozzles and walls of TNTs. When TNTs is amorphous without annealing or with annealing at 200℃, CdSe nanoparticles deposited on TNTs appear with less quantity and smaller size. The photoelectrochemical properties of CdSe/TiO₂ heterojunctions thin films is very poor, and photocurrent density value almost reaches zero. As the annealing temperature increasing to 350℃, anatase phase is observed in TNTs. Consequently, CdSe nanoparticles show more quantity and lager size. Furthermore, the photoelectrochemical performance improves. The photocurrent density reaches the maximum value 4.05mA/cm² at the annealing temperature of 450℃. However, when the annealing temperature continually increases to 600℃, rutile phase is formed in TNTs, CdSe nanoparticles become small and few and the photoelectrochemical performance decreases.