A study of the effects of reactive ion etching (RIE) on molecular beam epitaxy-grown Zn1-xCdxSe/ZnSe strained multiple quantum well samples using low temperature photoluminescence reveals a blueshift in the characteristic peak positions of the wells when etched with CH4/H-2. Based on the experimental results, we suggest that the blueshift is not a result of hydrogen incorporation, but that etch induced damage relaxes the compressive strain present in the as-grown quantum well, producing the observed blueshift. After thermal annealing the energy of the photoluminescence signal returns to its original value, suggesting a restoration of the strain by elimination of the structural damage induced by RIE. However, the original photoluminescence intensity is not recovered by annealing.