Two types of Se films were deposited on glass substrates by the thermal evaporation technique. Thin films of thickness 393 and 652 nm and thick films of thickness 2642 nm were deposited. A range of annealing temperatures from 323 up to 373 K was used for the films which had a thickness of 652 nm. X-ray diffraction (XRD) investigations indicate the development of crystalline phases as the annealing temperature reaches a transition temperature of 347 K. The effects of annealing were revealed by studying the morphology of the samples using scanning electron microscopy (SEM) and atomic force microscopy (AFM). The refractive index, n, was found to be dependent on the annealing temperature and film thickness. The mechanism of the optical absorption follows both the direct and indirect transitions. The indirect, Egi, and direct, Egd, optical band gaps were found to be nearly constant with increasing annealing temperature, followed by a sharp decrease after the transition temperature of 347 K. Both Egi and Egd were found to be film thickness dependent.