Small angle reflectance difference spectroscopy (RDS) has been employed to study the interface states of ZnSe/GaAs heterojunctions. A sharp resonance of ΔR/R near 2.70 eV is observed. The resonance is due to the crossover electronic transition from the valence band of ZnSe to the quantum well states of the heterojunction, as is confirmed by two‐photon second harmonic generation spectra. The resonance persists even when the thickness of the ZnSe layer is beyond the critical thickness, suggesting that the interface remains largely intact after strain relaxation. The advantages of small angle RDS in studying buried heterojunctions over other techniques are discussed.