In this study the fusion method was used to synthesize PbS nanocrystal quantum dots (QDs) embedded in S-doped glass matrix (SiO2-Na2CO3-ZnO-Al2O3-PbO2-B2O3). Optical absorption, atomic force microscopy (AFM), and photoluminescence (PL) were used to investigate different samples. Experimental data indicate that the PbS QD-size is controlled by the different annealing times the S-doped glass matrix is submitted to. The size-dependence of the optical transitions in PbS QDs were obtained by numerical calculation and compared with the experimental data. A strong anti-Stokes photoluminescence (ASPL), from green (2.409 eV) to violet (2.978 eV), was found in all samples, at room temperature. A possible microscopic mechanism leading to the ASPL, which involves a two-photon absorption in two separate steps through a surface state, is proposed.