Cd_1-XFe_XSe thin films were electrodeposited on to fluorine doped tin oxide coated conducting glass (FTO) and stainless steel (SS) substrates at various bath compositions with X=0.1 to 0.5 in an aqueous Electrolytic bath containing CdSO₄, FeSO₄ and SeO₂.  The effects of different compositions on physicochemical properties of Cd_1-XFe_XSe thin films have been systematically investigated. The X-ray diffraction (XRD) analysis reveals the polycrystalline in nature of Cd_1-XFe_XSe thin films.  Field emission scanning electron microscopy (FE-SEM) micrographs shows the variation in the nano structure with varying compositions. The Cd_1-XFe_XSe thin films exhibited the water contact angles in hydrophilic range. Optical absorption measurements are used to estimate the band gap value of Cd_1-XFe_XSe thin films deposited at various bath compositions. The dramatic changes in surface morphology, as a consequence of different composition of Fe in CdSe matrix, significantly alter the conversion efficiency  of Cd_1-XFe_XSe  films.