A study on self-assembled CdSe quantum dots (QDs) on ZnSe is reported. The use of tin in situ ultra-high vacuum atomic force microscope (UHV-AFM) provides the morphological evidence for the thermally activated reorganization of an initially two-dimensional CdSe film into an array of QDs. The QDs have heights between 1.5 and 3.5 nm and lateral diameters smaller than 10 nm. UHV-AFM images do not yield any evidence for Ostwald ripening. We assign the ultra-high stability to the existence of a kinetic barrier prohibiting the heterosystem to pass from the metastable QD state into the thermodynamic equilibrium.