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We have studied the growth of self-assembled Cd$_{0.6}$Zn$_{0.4}$Te/ZnTe quantum dots (QDs) grown on both GaAs (100) and Si (100) substrates by using molecular beam epitaxy (MBE). The atomic force microscopy (AFM) images showed that Cd$_{0.6}$Zn$_{0.4}$Te/ZnTe QDs were formed on GaAs (100) and Si (100) substrates. The photoluminescence (PL) spectra at 25 K for the Cd$_{0.6}$Zn$_{0.4}$Te/ZnTe QDs grown on GaAs (100) and Si (100) substrates correspond to the exciton transition from the ground-state electronic subband to the ground-state heavy-hole band (E$_1$-HH$_1$). The activation energy of the electrons confined in the Cd$_{0.6}$Zn$_{0.4}$Te/ZnTe QDs grown on GaAs (100) and Si (100) substrates was obtained from the temperature-dependent PL spectra.