The present work comparatively studies the optical properties of CdO against CdSe samples potentiostatically electrodeposited onto fluorine-doped tin oxide/glasses (FTO). The films were prepared by electrochemical reduction processes in dimethyl sulfoxide (DMSO) solution. The optical properties are studied by transmittance measurements and diffuse reflectance spectra (DRS). Structural properties of the films were also studied by X-ray diffraction spectroscopy (XRD). For CdSe the direct bandgap energy obtained from both transmittance measurements and first derivative peak position of the DRS is 1.69 ± 0.01 eV. In the case of CdO both direct and indirect gaps were found. Careful deconvolution of the spectra allows assigning the direct bandgap energy at 2.52 eV. A first indirect bandgap appears at 2.03 eV, while it is possible to have a second one at 0.46 eV.