The effect of bias polarity on the electrical breakdown behavior of the single ZnSe nanowire (NW) in the metal–semiconductor–metal (M–S–M) nanostructure under high current density and high bias conditions has been studied in the present paper. The experimental results show that the failure of the ZnSe NW in M–S–M nanostructure was sensitive to bias polarity since the NW commonly collapsed at the negatively biased Au metal electrode due to high Joule heat produced in NW at the reversely biased Schottky barrier. Thus, the electrical breakdown behavior of the ZnSe NW was highly dominated by the cathode-controlled mode due to the high resistance of the depletion region of ZnSe NW at the reversely biased Schottky contact.