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Cadmium selenide nanocrystalline thin films of quasi-spherical morphology are prepared by evaporating CdSe nanopowders on glass substrates. Slightly oval shaped CdSe particles of about 165 nm average size (in 2-D) could be assembled over glass substrates by controlling the film thickness. Morphologies like assembly of particles, interconnected particles with mosaic-like structures and thin films of smooth surfaces could be prepared simply by controlling film thickness. A mechanism for such morphological variations is proposed. Observed variation of band gap energy in the films is explained in terms of quantum confinement effect and substrate-film interface strain.