The hexagonal wurtzite structure of CdSe quantum dots are investigated by X-ray diffraction experiment. The absorption peaks due to quantum confinement effect are observed in the linear absorption spectra. Absorption coefficient changes at the lowest transition are measured with pump wavelength at the lowest transition and at the next higher transition from which direct intraband transition is not allowed. The measured larger absorption changes at the lowest transition confirm that the selection rules of intraband transition resulting from quantum confinement effect are satisfied. From the experimental results, therefore, we concluded that the CdSe quantum dots can be described as homogeneous system.