In the aim of improving the FeSe2 thin films properties (structural, optical, and electrical), the ruthenium was incorporated into their composition by the spray pyrolysis technique. Indeed, an aqueous solution of FeCl3.6H2O (0.03 M) was sprayed on pre-heated glass substrates (at 350 °C) for 4 min, on which immediately, another aqueous solution of RuCl3.3H2O with different molar ratios such as [RuCl3.3H2O][FeCl3.6H2O] = 0.01, 0.0156, 0.10, and 0.25, was sprayed for 1 min. The as obtained amorphous films are heated under selenium atmosphere (~10−4 Pa) in sealed tubes at different temperatures (400 °C, 450 °C, 500 °C, and 550 °C) for 3 h into RTP oven and submitted to X-ray diffraction analysis. Iron oxide phases are identified for 400 °C and 450 °C. At 500 °C and 550 °C the PXRD patterns present the FeSe2 phase. For the samples alloyed with the molar ratios of 0.01 and 0.0156 and annealed under selenium atmosphere at 550 °C, the optical measurements showed a high absorption coefficient (α > 4 × 104 cm−1 for wave lengths lower than 800 nanometer) and an amelioration of the corresponding direct band gap value from 1.03 eV (for 0% of ruthenium) to, respectively, 1.50 eV and 1.64 eV, desired values for photovoltaic application. Electrical properties are determined using the Hall Effect measurements. All the obtained Ru-alloyed films showed N-type conductivity. The bulk concentration reached a value about 1020 cm−3 and the sheet concentration reached a value about 1015 cm−2. For the different percentages of ruthenium and at the different annealing temperatures, the conductivity of the as obtained films is the range of 0.057278–89.699 Ω−1 cm−1. The resistivity varies from 0.011148 (Ω cm) to 17.459 (Ω cm). The measured values of the mobility vary from 0.076098 (cm2/(V s)) to 11.71 (cm2/(V s)). The noted improvement of the FeSe2 thin films optical and electrical behaviors, confirms that ruthenium is one of the best candidates for alloying potential photovoltaic materials. Furthermore, all the obtained Ru-alloyed FeSe2 films are able to be used for several applications, especially in the photovoltaic domain.