Time-resolved luminescence laser spectroscopy of self-assembled CdSe/ZnSe quantum dots (QDs) at different intensities of excitation has allowed us to investigate the processes of carrier injection from the ZnSe matrix to CdSe Dots, the peculiarities of carrier's recombination in dots of different size, and nonlinear absorption (phase state filling of excitons) that arises first of all in dots of greater size. Molecular beam epitaxy has been used to prepare the samples with one and 10 layers of CdSe/ZnSe self-assembled hemispherical QDs with a typical base of about 20-30 nm and height of 2-3 nm. The dots in both samples were sandwiched by 40 nm ZnSe layers grown on GaAs. The layers of QDs in the second sample were separated by 12 nm ZnSe barriers. To study the time-resolved spectra of photoluminescence and the kinetics of luminescence the samples were excited by the focused beam of the second harmonic (3.1 eV) of the Argon-ion pumped Ti-saphire laser (pulse duration 1.5 ps, repetition rate 82 MHz). Polychromator and synchroscan streak camera with a two-dimensional detector have been used for registration. The carriers were excited in the absorbing matrix (ZnSe barrier) and transported to dots. Matrix rather than QDs was photoexcited because dots are distributed in a thin layer or layers making the absorption of directly excited carriers in dots very small. The intensity of of matrix luminescence was was much weaker than that of CdSe QDs and had a fast (about 10 ps) decay time compared with that of bulk ZnSe and QDs' relaxation times. The latter and fast rise-times of the intensity of QDs' luminescence may be explained by carrier diffusion in the ZnSe barrier and effective injection of carriers from matrix to CdSe QDs. The fast decay of the luminescence intensity of the high-energy spectral part compared with that of the low-energy part and the red shift of the maximum of luminescence spectra in time has been registered in the time-resolved spectra. Inhomogeneous broadening of the luminescence spectra reflecting the variation in QDs' sizes must be taken into account. The peculiarities of CdSe/ZnSe self-assembled QDs' kinetic properties may be the result of faster recombination of QDs with smaller size. The intensity of excitation was too low to explain the observed effects by any nonlinear processes. The blue shift of the spectra maximum and asymmetrical change of the spectrum at high excitation by 14 ns pulses of the powerful third harmonic (3.45 eV) of Nd:YAG-laser (high energy shoulder develops) may be explained by nonlinear absorption (it is followed by nonlinear dependence of the luminescence intensity upon the intensity of the exciting beam) that is caused by phase state filling of excitons. This effect is more efficient in dots of greater size having longer recombination times. The estimated density of the created excitons exceeds the necessary density for phase state filling.