An efficient and economical way to tune the properties of two-dimensional (2D) materials is by forming van der Waals (vdW) hetero-layered structures in order to achieve a better performance in energy-related applications. In this theoretical work, we employ first-principles calculations to investigate a novel tetragonal (t-)ZnS/ZnSe hetero-bilayer (BL), as well as bilayers of ZnS and ZnSe only. A significant quantum confinement effect has been observed for all bilayers by state-of-the-art computations based upon the quasiparticle G0W0 approach and the Bethe-Salpeter equation (BSE). Among them, both t-ZnSe and t-ZnS/ZnSe BLs have strong optical absorption in the solar spectrum, rendering them potentially good candidates for solar energy harvesting. Moreover, the t-ZnS/ZnSe BL demonstrates good electron-hole separation by allocation of photo-induced electrons and holes in different layers, making it potentially suitable for applications in photocatalytic systems.