International audienceWe report on the realization of monolithic, i.e. fully epitaxial ZnSe-based microcavities with a 1λ-cavity and a 3λ-cavity for the investigation of strong coupling phenomena. A crucial building block is the fabrication of a lattice matched distributed Bragg reflector for the blue spectral region, consisting of quaternary ZnMgSSe layers as the high-index material and a MgS/ZnCdSe superlattice as the low-index material. Strong coupling at low temperatures was achieved with a vacuum Rabi splitting of 19 meV for the 1λ-cavity (at 70K) and of 40 meV for the 3λ-cavity (at 7 K).Microstructures such as micropillars, waveguides, ringresonators, and molecule chains were fabricated using focused ion-beam etching. Discrete optical modes in micropillars were observed for both cavity lengths confirming three-dimensional optical confinement. Q-factors up to 6500 indicate a high optical quality