Thin films of cadmium oxide are prepared on a glass substrate by a spray pyrolysis technique from an aqueous solution of cadmium acetate. The X-ray diffraction studies shows that the films are polycrystalline. The room temperature resistivity is of the order of 10(-2) Omega cm. From optical absorption data the bandgap energy of CdO is estimated to be 2.5 eV. Thermoelectric power measurement is carried out to understand the conduction mechanism.