ZnSe and related materials like ZnMgSe and ZnCdSe are promising II−VI host materials for optically mediated quantum information technology such as single photon sources (SPS) or spin qubits. Integrating these heterostructures into photonic crystal (PC) cavities enables further improvements, for example, realizing Purcell-enhanced SPS with increased quantum efficiency. Here, we report on the implementation of twodimensional (2D) PC cavities in strained ZnSe quantum wells on top of a novel AlAs supporting layer. This approach overcomes typical obstacles associated with PC membrane fabrication in strained materials, such as cracks and strain relaxation in the corresponding devices. We demonstrate the attainment of the required mechanical stability in our PC devices, complete strain retainment, and effective vertical optical confinement. The structural analysis of our PC cavities reveals excellent etching anisotropy. Additionally, elemental mapping in a scanning transmission electron microscope confirms the transformation of AlAs into AlO x by postgrowth wet oxidation and reveals partial oxidation of ZnMgSe at the etched sidewalls in the PC. This knowledge is utilized to tailor finite domain time difference simulations and to extract the ZnMgSe dispersion relation with small oxygen content. Optical characterization of the PC cavities with cross-polarized resonance scattering verifies the presence of the cavity modes. The excellent agreement between simulation and measured cavity mode energies demonstrates the wide tunability of the PC cavity and proves the pertinence of our model. This implementation of 2D PC cavities in the ZnSe material system establishes a solid foundation for the future development of ZnSe quantum devices.