Self-assembled CdSe/ZnSe quantum dots (QDs) were grown at various growth temperatures on GaAs (0 0 1) by molecular beam epitaxy. An optimum growth temperature for CdSe/ZnSe QDs was found to be 260°C. The Stranski-Krastanow (SK) growth mode was confirmed clearly by atomic force microscopy images. The coherent SK QDs were observed from 2.5 monolayers (MLs). Two types of QDs were found with the CdSe coverage of 3.0 MLs. It was attributed to a growth mode change from the coherent SK growth mode to the ripening growth mode. A schematic diagram of the growth mechanism of self-assembled CdSe QDs was presented. Moreover, the photoluminescence spectra of samples with various thicknesses were investigated. A dramatic change of optical properties confirmed that the QD structure formed with thickness above 2.5 MLs. Finally, the dot size and the density distributions were controlled after growth by in-chamber thermal annealing. For the sample grown at 3.0 MLs, the distribution of dot sizes was controlled from 6.0 to 6.5×103nm3 at an annealing temperature of 400°C.