Geometric structures, density of states and band structures of zinc blend structure and rock salt structure of ZnSe at different pressures (from 0 to 20 GPa) have been calculated by means of plane wave pseudo-potential method with generalized gradient approximation. The structural phase transitions, elastic constants, bonding and electronic structures of ZnSe under pressure have been discussed. From the principle of enthalpy for the zincblende and rocksalt ZnSe, the pressure at the phase transition is 15.3 GPa, which is higher than the result of 11.52 GPa deduced from the elastic constants of the phase transition criterion. The change of phase to simple cubic has not been found at the pressure of 9.5 GPa; and the sp3 hybrid orbital has not been eliminated during the structure phase transition, while the 4s electronic state of Zn atom has a major contribution to the conductivity in rocksalt phase.