Blue-light-emitting ZnSe core (C) and ZnSe/ZnS core/shell (C/S) quantum dots (QDs) were synthesized with phosphine-free precursors by a thermal decomposition method in paraffin oil solvent and applied to QD-converted light-emitting diodes (LEDs). The optical properties of the synthesized ZnSe C and ZnSe/ZnS C/S QDs were characterized by absorption spectroscopy and photoluminescence spectroscopy. Additionally, the quantum efficiency of the QDs was investigated. Their structural properties were studied with X-ray crystallography and transmission electron microscopy. The ZnSe/ZnS C/S QDs showed deep-blue light peaking at 425 nm. The blue-light-emitting ZnSe/ZnS C/S QDs were used as color-converting materials for near-ultraviolet LED-pumped blue LEDs and combined with yellow-light-emitting Zn-Cu-In-S/ZnS C/S QDs to fabricate white LEDs. The white LEDs showed warm white light [(CIE x, CIE y) = (0.4088, 0.3987)], T_c = 3488 K, and R_a = 61.2]. The results indicate that the ZnSe/ZnS C/S QDs have good potential for white light application after further improvements to their optical properties.