Within the framework of the HerM33es Key Project for Herschel and in combination with multi-wavelength data, we study the Spectral Energy Distribution (SED) of a set of HII regions in the Local Group Galaxy M33. Using the Halpha emission, we perform a classification of a selected HII region sample in terms of morphology, separating the objects in filled, mixed, shell and clear shell objects. We obtain the SED for each HII region as well as a representative SED for each class of objects. We also study the emission distribution of each band within the regions. We find different trends in the SEDs for each morphological type that are related to properties of the dust and their associated stellar cluster. The emission distribution of each band within the region is different for each morphological type of object.