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CdTe is an important compound semiconductor for solar cells, and its use in nanowire-based heterostructures may become a critical requirement, owing to the potential scarcity of tellurium. The effects of the CdCl2 heat treatment are investigated on the physical properties of vertically aligned ZnO/CdTe core-shell nanowire arrays grown by combining chemical bath deposition with close space sublimation. It is found that recrystallization phenomena are induced by the CdCl2 heat treatment in the CdTe shell composed of nanograins: its crystallinity is improved while grain growth and texture randomization occur. The presence of a tellurium crystalline phase that may decorate grain boundaries is also revealed. The CdCl2 heat treatment further favors the chlorine doping of the CdTe shell with the formation of chlorine A-centers and can result in the passivation of grain boundaries. The absorption properties of ZnO/CdTe core-shell nanowire arrays are highly efficient, and more than 80% of the incident light can be absorbed in the spectral range of the solar irradiance. The resulting photovoltaic properties of solar cells made from ZnO/CdTe core-shell nanowire arrays covered with CuSCN/Au back-side contact are also improved after the CdCl2 heat treatment. However, recombination and trap phenomena are expected to operate, and the collection of the holes that are mainly photo-generated in the CdTe shell from the CuSCN/Au back-side contact is presumably identified as the main critical point in these solar cells.