The deposition of elemental Se on epitaxial silicene on ZrB2 thin films was investigated with synchrotron-based core-level photoelectron spectroscopy and low-energy electron diffraction. The deposition of Se at room temperature caused the appearance of Si 2p peaks with chemical shifts of n × 0.51 ± 0.04 eV (n = 1-4), suggesting the formation of SiSe2. This shows that capping the silicene monolayer, without affecting its structural and electronic properties, is not possible with Se. The annealing treatments that followed caused the desorption of Se and Si, resulting in the etching of the Si atoms formerly part of the silicene layer, and the formation of bare ZrB2(0001) surface area. In addition, a ZrB2(0001)-(√7 × 3)R40.9° surface reconstruction was observed, attributed to a Se-termination of the surface of the transition metal diboride thin film.