ZnSe(111) nano-grain surface is fabricated by the femtosecond laser ablation technology and is applied for terahertz (THz) generation. Compared with bare ZnSe surface, this nano-grain surface can improve THz emission properties. The power of THz radiation from ZnSe nano-grain surface is about twice as large as that from bare surface at optical rectification range. This enhancement can be attributed to the local field enhancement of the ZnSe nano-grain surface. The primary field enhancement mechanism is the macroscopic local-field enhancement which includes both of the lightning-rod effect and the local-plasmon effect.