Continuously tunable space optical attenuator has a wide prospect in various optoelectronic equipments. Based on the principle of Fabry-Perot interferometer, a new space optical attenuator was presented, its key component is a ZnSe crystal sheet, combined with a high accurate temperature control system, the attenuation ratio of laser beam can be tuned. The attenuation performance was measured with a Nd:YAG laser as light source. The experimental results indicate that the tuning range of the attenuator can reach 3 dB. Theoretical analysis shows that compared with thermal expansion coefficient, thermo-optic coefficient of ZnSe material plays a key role in determining the attenuator performance. In addition, by coating highly reflective dielectric film on both sides of ZnSe sheet, the tuning range can be further increased.