We investigate the photo- and roentgenoluminescence of ZnSe polycrystals obtained by the method of a self-propagating high-temperature synthesis (SHS). We establish an identity between the spectra of stationary luminescence of the polycrystals investigated and ZnSe single crystals. We show that the long-wave radiation of SHS crystals is due in the main to the presence of uncontrolled oxygen impurities in the crystals as well as to intrinsic defects that form donor-acceptor centers of self-activated luminescence. Investigations of roentgenoluminescence in the mode of its pulse excitation make it possible to isolate short-lived (550, 495, and 452 nm) and long-lived (580 and 630 nm) components of the radiation spectrum. The transformation of the corresponding spectra on a change in the temperature of the crystals is shown. The results demonstrate the possibility of using zinc selenide polycrystals produced by the SHS method in applied luminescence.