We study the photoluminescence (PL) of ultra thin layer ZnSe quantum wells in ZnS barriers. Samples with different well widths are grown by vapour phase epitaxy and the PL spectra of these samples are measured by the excitation of a 500 W Hg lamp. The peak positions of the bands coming from the excitonic luminescence show a larger blueshift with respect to the energy of free excitons in the ZnSe bulk material. The observed variation of the full width at half maximum and peak position of the bands in the spectra with the well width are interpreted to the formation of the ZnSxSe1-x alloy layer due to the interdiffusion in the interfaces between ZnSe and ZnS.According to the behaviour of the excitons in the smaller conduction band offset, the exciton binding energy is estimated from the dependence of the PL intensity on the temperature. From this result, excitons seem to show nearly three-dimensional characteristics.