By the first-principle method based on the density functional theory, the band structure, density of states, conductivity and absorption spectra of Al, Si single- or co-doped wurtzite CdSe are calculated. The results show that, as for the Al single doping system, the formation energy is the minimum and the doping process is the easiest, and the interaction between Al and other lattice cell atoms is strong and this system is the most stable. As for the Si single doping system, the formation energy is the largest, and the doping process is the most difficult. In these two single-doped systems, the population of Si-Se bond which is parallel or vertical to the c-axis of crystal supercell is smaller, but the bond length is longer. Its covalent bond is weaker than the Al-Se bond. The conductivity of the Al/Si co-doped system is the largest, that of the Al single-doped system is less, and that of the Si single-doped system is the smallest. After doping, the minimum optical band gap of each system becomes wider. Meanwhile, the absorption spectrum obviously moves towards the direction of high energy and the absorption becomes weak.