In this paper we report on electron momentum densities in ZnSe using Compton scattering technique. For the directional measurements we have employed a newly developed 100 mCi 241Am Compton spectrometer which is based on a small disc source with shortest geometry. For the theoretical calculations we have employed a self-consistent Hartree-Fock linear combination of atomic orbitals (HF-LCAO) approach. It is seen that the anisotropy in the measured Compton profiles is well reproduced by our HF-LCAOcalculation and the other available pseudopotential data. The anisotropy in the Compton profiles is explained in terms of energy bands and bond length. - PACS numbers: 13.60.Fz, 78.70. Ck, 78.70.-g