Photoluminescence in ZnSe/GaAs/Al0.4Ga0.6As single quantum well heterostructures is reported for the first time. These structures are grown by migration‐enhanced epitaxy, resulting in flat and abrupt ZnSe/GaAs heterointerfaces. The quantum size effect is clearly observed. Photoluminescence intensities of ZnSe/GaAs/Al0.4Ga0.6As single quantum well structures are comparable to those of Al0.4Ga0.6As/GaAs/Al0.4Ga0.6As, indicating a reasonable quality of the ZnSe layer as well as the ZnSe/GaAs heterojunctions. From the GaAs well width dependence of photoluminescence wavelength, the conduction‐ and valence‐band‐edge discontinuities are estimated to be 0.03–0.05 eV and 1.21–1.23 eV, respectively.