In this paper, we studied the role of the crystal structure in spheroidal CdSe nanocrystals on the band-edge exciton fine structure. Ensembles of zinc blende and wurtzite CdSe nanocrystals are investigated experimentally by two optical techniques: fluorescence line narrowing (FLN) and time-resolved photoluminescence. We argue that the zero-phonon line evaluated by the FLN technique gives the ensemble-averaged energy splitting between the lowest bright and dark exciton states, while the activation energy from the temperature-dependent photoluminescence decay is smaller and corresponds to the energy of an acoustic phonon. The energy splittings between the bright and dark exciton states determined using the FLN technique are found to be the same for zinc blende and wurtzite CdSe nanocrystals. Within the effective mass approximation, we develop a theoretical model considering the following factors: (i) influence of the nanocrystal shape on the bright–dark exciton splitting and the oscillator strength of the bright exciton, and (ii) shape dispersion in the ensemble of the nanocrystals. We show that these two factors result in similar calculated zero-phonon lines in zinc blende and wurtzite CdSe nanocrystals. The account of the nanocrystals shape dispersion allows us to evaluate the linewidth of the zero-phonon line.