Self-assembled quantum dots (QDs) of CdS were grown on ZnSxSe1-x. Low-temperature photoluminescence (PL) properties of CdS QDs were studied and a blue shift was observed when the S composition in ZnSxSe1-x was increased. This shift is related to the band line-up between ZnSxSe1-x and CdS; the band line-up is type-II. Blue-light-emitting diode (LED) structures embedded in CdS QD layers in the pn junction of ZnSe or ZnSxSe1-x were fabricated. I-V characteristics were compared for two device structures.