ZnxCd1-xSe alloy quantum dots (QDs) with x in the range 0-0.39 are grown by metalorganic chemical vapor-phase deposition on ZnSe. Cathodoluminescence (CL) and photoluminescence (PL) were used to study these self-assembled quantum dots. CL imaging and spectra show that clusters of QDs are efficient luminescent sites. A large red shift of the low-temperature PL peak energy of QDs, despite an increase in Zn, is attributed to a considerable increase in their size. This increase in size is consistent with the results of recent theoretical models. In forming the self-assembled QDs, mismatch strain is regarded as the fundamental driving force. When the strain changes, through a change in the composition of ZnxCd1-xSe, QDs of a different size are obtained. A decrease in size, in turn, results in stronger quantum confinement effects. The size of the QDs is very sensitive to small changes of strain. Even a minute reduction in the zinc content of the QDs, achieved through a lengthening of growth interruptions, produces an observable blue shift of luminescence, as a result of the strengthening of the quantum confinement energy.