Single layers of ZnxCd1-xSe with various compositions (x = 0.39, 0.59 and 0.8) were prepared by thermal vacuum evaporation at room substrate temperature. Consecutive deposition of small portions of ZnSe and CdSe with equivalent thickness of 0.12 or 0.37 nm was applied. X-ray diffraction and atomic force microscopy measurements were applied to explore the evolution of the crystal structure, microstructure, composition and surface morphology upon furnace annealing at 200 °C and 400 °C in an inert atmosphere. It has been found that as-deposited films were nanocrystalline with a grain size of around 10 nm and cubic structure. Upon annealing the size increased approximately three times and the cubic structure was preserved; no appearance of wurtzite phase was observed. It has been also ascertained that annealing caused significant reduction of the film surface roughness. Atomic force microscopy phase images revealed existence of a second phase on the surface of as-deposited films which disappeared after annealing. The effect of the preparation conditions on the film properties and annealing induced changes is discussed.