Thin films of CdSe nanoparticles (NPs) with good photoelectrochemical performances were rapidly fabricated by gas/liquid interface reactions and self-assembly. While dropping NaHSe ethanol solution onto the surface of CdCl2 solution, CdSe NPs formed rapidly, spread over the solution's surface, and assembled into a dense thin film with the help of a surfactant (dodecyl sulfate). After annealing, the film loaded on conducting glass of fluorine-doped tin oxide (FTO) became flat, uniform and compact. Annealing also resulted in crystalline phase transformation, improved light absorption, and reduced charge transport resistance. Photoelectrochemical tests show that the prepared thin film of CdSe NPs (as photoanode) could generate a saturated photocurrent density as high as 4.4 mA cm(-2) at 0.69 V (versus RHE) and a solar-to-electricity conversion efficiency up to 4.31% under visible light illumination of 100 mW cm(-2) in a Na2SO3 solution for photoelectrochemical hydrogen production. Copyright (C) 2015, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.