The films with low and high concentrations of CdSe/ZnS nanoparticles have been investigated under action of visible and ultra-violet laser radiation in a wide range of power densities and temperatures. Strong shifts of absorption and luminescence spectra without increase in their width have been observed at the transition from the solution to the films of quantum dots. A complex investigation of anti-stokes luminescence of nanoparticles films has shown its thermal mechanism. Luminescence spectra of the films of quantum dots under action of ultra-violet laser radiation allow monitoring the presence of surface-active TOP and TOPO molecules in the films of quantum dots. The absence of surface-active molecules in the films with high concentration of CdSe/ZnS nanoparticles is shown. The modes of the action of power laser radiation on the films of quantum dots have been investigated. The possibility of controlling the thickness of the films by laser ablation has been shown.