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Self-diffraction of two types has been discovered in the case of oneand two-photon resonant excitation of the allowed basic exciton transitions of colloidal in CdSe/ZnS quantum dots by two intersecting high-power second harmonic beams of mode-locked laser with picosecond pulse duration. The physical processes responsible for the nonlinear optical properties of CdSe/ZnS quantum dots and for the arising self-action effects are discussed. Two types of self-action process may arise in resonantly absorbing medium. 1. In the case of efficient nonlinear absorption (saturation of optical transition) the high-power laser beam may format the transparency channel, the induced diaphragm and thus the beam’s self-diffraction may arise. 2. Due to self-action of two intersecting laser beams in nonlinear medium periodic spatial modification of electric field (intensity) dielectric susceptibility may arise as a sequent of cubic nonlinearity. The interaction of two coherent light waves in an absorbing medium leads to the periodic modulation of the optical properties of the material with further diffraction of the primary waves on the formed grating. Transient grating technique allowed to calculate the duration of exciting Gaussian laser pulses by measuring only energies and delay between two identical pulses that induce the grating in absorbing medium. The diffraction rings typical for Fresnel diffraction arise for penetrated through the cell with QDs beams that hold the direction of incident beams’ spreading. Their identical cross-section intensity distribution with maximum or minimum in the centre and different number of rings depends on the intensity of the incident beam. The revealed radiation intensity distribution of beams can be explained by the creation of transparency channel in the sell due to propagation of high-power beams resonantly exciting the basic electron-hole transition in CdSe/ ZnS QDs. With penetration into colloidal solution of QDs the light beam with Gaussian cross section distribution of the intensity loses its lowintensity peripheral parts due to stronger absorption than at the center on its axis (beam’s “stripping”). Thus strip effect results in a profile change of the beam, whose edges transform from smooth into sharp ones, and in creation of induced “rigid” diaphragm. The formation of rings with a maximum or a minimum in the centre may be attributed to Fresnel diffraction from a circular induced aperture with diameter depending on the light intensity. Apart from the state filling effect Stark shift of the exciton transition and heating of the cell with QDs can cause the change of absorption and influence at the formation of transparency channel. Two incident plane coherent waves intersecting in the cell (? - degree angle to each other is the angle between them) with colloidal solution create diffraction grating with period . Depending on the nature of the excitation (intensity, one- or two-photon resonant excitation) induced amplitude (alternating areas of transparency and opacity), phase or combined diffraction grating can arise. The transient grating technique can be interpreted in nonlinear optical terms as four-wave mixing with two collinear pump beams. Phase transient grating can be generated by spatial variations in the carrier density and due to change of refractive index with temperature.