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Optical and structural properties of composite films of CdSe quantum dots (QDs) embedded in gelatin matrix have been investigated by photoluminescence (PL), optical absorption and X-ray diffraction (XRD) methods. The optical absorption of the composite in the visible spectral range is found to be determined mainly by light absorption in the QDs. The decrease of the film transparency and the shift of the absorption edge to lower energies observed upon thermal annealing of the films at 140–160°C are ascribed to the formation of chromophore groups in gelatin matrix. XRD patterns of the composite revealed helix to coil transition in gelatin matrix under thermal annealing of the composite at 100–160°C. It is found that PL spectra of the composite are dominated by exciton and defect-related emission of the QDs and also contain weak emission of gelatin matrix. It is found that thermal annealing of the composite at 100–160°C changes PL intensity and produces the shift of the PL bands to lower energies. As the annealed composite was kept in air for several months, the shift of exciton-related PL band position restored partially and the PL intensity increased. It is proposed that the increase of the PL intensity upon the thermal annealing of composite at 140°C can be used for enhancement of the QD-related PL. Changes that occurred in the PL spectra of composite are ascribed to structural and chemical transformations in gelatin matrix and at the QD/gelatin interface.