ZnSe nano-wires (NWs) were fabricated on GaAs(1 1 1) and GaAs(1 1 0) substrates by the molecular beam epitaxy (MBE) technique via the vapor liquid solid (VLS) reaction. The size dependence of NW growth orientation was studied by varying the Au catalyst size. It was revealed that orientation is the preferred growth direction for NWs with size =>30 nm while NWs with size around 10 nm prefer to grow along the direction, with a small portion along the direction. A phenomenological model based on the principle that crystalline nucleation favors the minimum of the total system energy was proposed to explain these observations. An approach to achieve vertical NWs with size around 10 nm was demonstrated on a GaAs(1 1 0) substrate.