In this article, we have developed the synthesis of CdSe nanocrystals by the introduction of high-intensity ultrasound combined with an anionic surfactant (sodium dodecyl sulfate, SDS). TEM, XRD, and SEM EDS confirmed the successful synthesis of CdSe nanoparticles with zinc blende crystal phase. UV, PL, and TEM revealed that large particles settled to the bottom of the reaction flask. In the lower part precipitate, nanorods of different aspect ratios were also observed. The CdSe nanorods were formed by self-assembly due to the SDS surfactant and high-intensity ultrasound. A three-stage mechanism for the synthesis of CdSe nanorods was proposed. The effect of SDS concentration on the shape of nanorods was also investigated. At medium concentrations of SDS (0.2 M), one-dimensional CdSe nanorods with different aspect ratios were obtained. When using low concentrations of SDS (0.1 M), two-dimensional square-like crystals were observed due to all growth crystal faces having roughly the same surface energy.