We report on the novel heterometallic quaternary selenide EuCeCuSe3, the fabrication of which has been a challenge until this work. The structure of the reported selenide was elucidated from the powder X-ray diffraction data, which revealed the formation of EuCeCuSe3 with excellent yield (96.7%) accompanied with a minor fraction of CeSe2 (3.3%), and was best solved in orthorhombic space group Pnma with the BaLaCuS3 structural type. Thus, the crystal structure of the title compound completes the row of the heterometallic quaternary selenides EuRECuSe3 (RE = La, Pr, Nd, Sm, Eu, Gd, Tb, Dy, Ho, Er, Tm, Yb, Lu, Y), of which the cerium-based derivative exclusively belongs to the BaLaCuS3 structural type. The distortion of the CuSe4 polyhedron was compared for the whole series of EuRECuSe3 compounds using the τ4-descriptor for four coordinated ions, which revealed the highest degree of distortion for the Ce3+-containing selenide, followed by the La3+-based derivative. Furthermore, the crystallographic and geometrical parameters of the reported selenide were discussed in comparison to the Ce3+-based sulfides SrCeCuS3 and EuCeCuS3. Ab initio calculations of the crystal structure, a phonon spectrum and elastic constants for the crystal of EuСeCuSe3 were also performed. The types and wavenumbers of fundamental modes were determined and the involvement of ions participating in the phonon modes was assessed. The experimental IR spectrum of the reported selenide was interpreted and found to be in agreement with the calculated spectrum. The experimental direct band gap of EuCeCuSe3 was measured to be 1.36 eV that is consistent with the concept of its origin due to interband transitions between orbitals emerging mainly from 4f (valence band) and 5d (conduction band) levels of the Eu2+ cation. The dependence of the Young's modulus on the direction demonstrates the anisotropy of the elastic properties, while the Vickers hardness for EuCeCuSe3 was calculated to be 5.2 GPa. Finally, the title compound is paramagnetic above 4 K.