Density functional theoretical (B3PW91) method with LANL2 DZ basis sets has been used to study the equilibrium structure, total energy, the highest occupied molecular orbital (HOMO) energy level, the lowest unoccupied molecular orbital(LUMO) energy level, energy gap, dipole moment, atomic charge distribution, infrared intensities of CdSe ground state molecule etc. in different intense electric fields. The excitation energy, wavelengths and oscillator strengths in ground state and the first nine different excited states are investigated by the time-dependent density functional (B3PW91) method in external electric fields. Results show that the excitation wavelength is in agreement with the experimental result and the excitation energy is close to the experimental data. With the increase of the external field, the bond length, electric dipole moment, infrared intensities are observed to decrease first, and increase afterwards. But the HOMO energy, LUMO energy, energy gap are seen to decrease. And the total energy and harmonic frequency are found to increase first, and then decrease. In addition, the external electric fields have significant effects on the excitation energy, wavelength and oscillator strengths of CdSe molecule.