Single-crystalline alloy II-VI semiconductor nanostructures have been used as functional materials to propel photonic and optoelectronic device performance in a broad range of the visible spectrum. Their functionality depends on the stable modulation of the direct band gap (Eg), which can be finely tuned by controlling the properties of alloy composition, crystallinity, and morphology. We report on the structural correlation of the optical band gap anomaly of quaternary alloy CdxZn1-xSySe1-y single-crystalline nanostructures that exhibit different morphologies, such as nanowires (NWs), nanobelts (NBs), and nanosheets (NSs), and cover a wide range of the visible spectrum (Eg = 1.96-2.88 eV). Using pulsed laser deposition, the nanostructures evolve from NWs via NBs to NSs with decreasing growth temperature. The effects of the growth temperature are also reflected in the systematic variation of the composition. The alloy nanostructures firmly maintain single crystallinity of the hexagonal wurtzite and the nanoscale morphology, with no distortion of lattice parameters, satisfying the virtual crystal model. For the optical properties, however, we observed distinct structure-dependent band gap anomalies: the disappearance of bowing for NWs and maximum and slightly reduced bowing for NBs and NSs, respectively. We tried to uncover the underlying mechanism that bridges the structural properties and the optical anomaly using an empirical pseudopotential model calculation of electronic band structures. From the calculations, we found that the optical bowings in NBs and NSs were due to residual strain, by which they are also distinguishable from each other: large for NBs and small for NSs. To explain the origin of the residual strain, we suggest a semiempirical model that considers intrinsic atomic disorder, resulting from the bond length mismatch, combined with the strain relaxation factor as a function of the width-to-thickness ratio of the NBs or NSs. The model agreed well with the observed optical bowing of the alloy nanostructures in which a mechanism for the maximum bowing for NBs is explained. The present systematic study on the structural-optical properties correlation opens a new perspective to understand the morphology- and composition-dependent unique optical properties of II-VI alloy nanostructures as well as a comprehensive strategy to design a facile band gap modulation method of preparing photoconverting and photodetecting materials.