Optical properties of CdSe and CdS films, deposited on sapphire substrate by means of pulsed laser ablation technique, have been investigated in order to study the effect of such a transparent substrate on the photoluminescence efficiency of the deposited epilayers. CdSe and CdS films present intrinsic (excitonic) emission at low temperature, differently from the same films deposited on quartz. The temperature dependence of the excitonic energy has been analyzed taking into account the contribution of both the thermal dilatation and electron-phonon interaction.