We have investigated the photovoltaic conversion of spray "painted" (spray deposited) titanium dioxide coatings sensitized with chemically deposited cadmium selenide thin films. The structural, optical and photoelectrochemical characterization of the composite films indicate the importance of thermal treatments in improving the photocurrent quantum yields. Up to 400 degreesC, the effect of air annealing is to shift the onset of absorption to longer wavelengths and to improve the photocurrent substantially. Thermal treatment above 450 degreesC converts the heterosystem into a cadmium titanate with poor photoelectrochemical properties. Due to the thin nature of the CdSe film it is used as sensitizer, the presence of the TiO2 matrix helps to improve the performance of the chemically deposited films. That is, higher photocurrents and a red shifted spectral response were obtained in the sensitized films, when compared to the spectra of the corresponding CdSe used as sensitizer. This behavior, along with the good photostability of the coatings, is promising for the use of the sensitized film in photocatalytic as well as photovoltaic applications.