Self-assembling CdTe quantum dots were grown on ZnSe epilayers by alternate supplying and molecular beam epitaxial methods. RHEED observation implies that the growth mode of CdTe on ZnSe was the Volmer-Weber one owing to the large lattice mismatch between CdTe and ZnSe. Temperature dependence of photoluminescence spectra suggested that the emissions originated from quantum dots. The emission wavelength increased with increasing the supplied amount of source materials and with decreasing the growth temperature. The influence of these growth parameters on the dot formation is discussed.