Swift heavy ion (SHI) irradiation deposits large amount of energy in the target material which thereby influences the structural features of the sample. In this work, the structural response of CdSe material has been studied under high energetic 120 MeV SHI irradiation. The long-range structural modifications of CdSe under SHI have been analyzed using Rietveld study. On the other hand, the short-range behavior of SHI irradiated CdSe has been studied using Pair distribution function (PDF), which can be interpreted as a distance map between two atoms in terms of a PDF peak. The small-box structural refinement of the samples has been performed using the PDFgui package for the study of modifications in the atomic arrangement after the SHI irradiation. In addition to this, structural characteristics such as unit cell parameters as determined from long-range (Rietveld) refinement are compared to that obtained from short-range (small-box) refinement. Moreover, atomic displacement factor for CdSe also has been determined to study the atomic disorder in the nanocrystal under the influence SHI irradiation. Finally, impact of SHI induced stress generated on the CdSe sample and its influence also has been studied based on the width of the PDF peak.