Silica-coated ZnSe nanowires with well-controlled the thickness of sheath in the range of 10-60 nm have been synthesized through a simple sol-gel process. The thickness of silica coating could be controlled through altering reaction parameters such as volume ratio of TEOS and ammonia. XRD, high-resolution TEM, X-ray photoelectron spectroscopy (XPS), Raman spectra, thermogravimetric analysis (TGA), and photoluminescence (PL) spectra were used to characterize the core/sheath nanostructures. Room-temperature PL measurements indicate these silica-coated ZnSe nanowires remarkably improve the PL intensity. Meanwhile, the thermal stability has been enhanced greatly, which is useful for their potential applications in advanced semiconductor devices.