With the recently acquired knowledge of the use of a multiphase mixture of precursors under electron beam irradiation (EBI), new possibilities were opened for this technique. In the present work, we obtained quantum dots, nanocrystals, nanoparticles, and grains of PbSe with a sintered appearance using a biphasic mixture of PbSe and PbSeO₃ under EBI. High-energy milling was used to obtain the biphasic mixture of precursors, which is composed of agglomerates with sizes ranging from ~400 to ~1700 nm, but nanoparticles were also present. The structural details of the biphasic mixture were studied using X-ray diffraction and the Rietveld method. The driving force of the EBI caused instantaneous physical and chemical changes due to the high internal energy of the biphasic mixture of precursors. The abrupt release of high internal energy, due to localized heating effects during EBI, gave way to the formation of multi-scale PbSe structures. Large particles with a sintered appearance formed near the electron beam impact point and in regions between ~800 nm and ~1400 nm, while well-defined faceted nanostructures were predominantly observed beyond ~1400 nm. The latter tended to be surrounded by {200} facets as the main growth direction. Furthermore, coalescence was anticipated to occur during EBI. It occurred simultaneously with the sublimation mechanism when the particle size was below the critical size of 10 nm. Multi-scale PbSe structures, obtained via EBI, are promising for developing thermoelectric devices due to their crystallinity and nanostructured features.