CdSe microcrystals were successfully dispersed in GeO2 glass and CaF2 crystal thin films by rf-sputtering. All films prepared showed the blue shift of absorption edge in visible spectra due to quantum size effect. The amount of the blue shift of the films increased with decreasing the size of the microcrystals. Comparing the amount of the particle size-depending blue shift of CdSe microcrystals dispersed in between the GeO2, CaF2 and SiO2 matricies, the influence of the matrix on the shift was found. Therefore, it can be said that there is an influence of the matrix on the quantum size effect. From the modified theoretical calculation, the influence of matrix was considered to appear through Coulomb interaction between electrons and holes.