Statistics for Photoconductivity has been studied in cadmium selenide thin films prepared by thermal evaporation in vacuum. Attempts have been made to correlate the photoresponse with the deposition conditions. It has been observed that as-grown films, irrespective of the cadmium content, are not photosensitive and that baking in air, especially above 723 K, leads to considerable improvement in the photoconducting properties of cadmium selenide films.