The preparation method, morphologies, composition and characterization of CdxZn1-xSe quantum dots are introduced, and the nonlinear optical properties are researched. Research results show that the CdxZn1-xSe quantum dots exhibit self defocusing property and have good nonlinear optical performance, particularly, their nonlinear optical parameters can be adjusted by controlling their chemical compositions. Thus, CdxZn1-xSe quantum dots have potential applications in the fields such as laser protection and photoelectric switches.