Two types of thermal-diffusion-based technological routes have been realized to obtain ZnSe:Fe plates demanded for laser application in the mid-IR spectral range. For the technological routes used, the iron doping process is shown to lead to the formation of auxiliary luminescence bands including (1) luminescence of residual tetrahedral donors and acceptors; (2) unknown bound exciton line located at 459 nm; (3) broad bands with maxima at 490, 520, 670, and 820 nm; and (4) IR band at 960 nm previously assigned to centers related to transition metals. Using the measurements of photoluminescence under conditions of two-photon excitation and measurements of low-temperature microphotoluminescence, the intensity profiles of the bands have been shown to be uncorrelated with the concentration profile of the optically active (Fe2+) iron. This trend does not depend on the technological routes used. Thus, heavily Fe doped areas, as well as adjacent regions in ZnSe:Fe plates produced by thermal-diffusion-based techniques, contain auxiliary centers governing luminescence in visible and near IR spectral ranges. These centers are not directly related to the optically active (Fe2+) iron.