We have investigated effect of annealing at the interfaces of GaAs/ZnSe heterostructures, grown by OMVPE using TEGa, TBAs, DEZn and DMSe sources. For this work, we have annealed single quantum well (SQW), double quantum well (DQW) and super-lattice (SL) of GaAs/ZnSe heterostructures up to 640°C and characterized them by double crystal x-ray and photoluminescence. X-ray rocking curves of all these heterostructures showed a main peak due to diffraction from effective lattice parameters of epilayers and 5 satellite peaks in addition to one sharp peak from GaAs substrate. After annealing upto 640°C FWHM and position of these peaks remain unchanged, however peak height increases and small satellite peaks become more sharp and clear. Photoluminescence of these structures showed luminescence from Cu-Green and self-activated (SA) centers of ZnSe and an intense, sharp peak from GaAs. Annealing at up to 640°C did not much affect the PL intensities except that relative peak intensities of Cu-Green and SA centers showed variation which is interpreted in terms of migration of VZn and nearly no significant interdiffusion between GaAs and ZnSe layers. These factors suggest that these heterostructures are stable such that interdiffusion at interfaces is not very appreciable against thermal treatment upto 640°C and hence they are of potential importance for device applications.