We investigate the fluorescence intensity correlation function of a single CdSe quantum dot (QD) using a start-stop experiment. We observe strong photon antibunching, a signature of non-classical light emission, over a large range of intensities (0.1-100 kW/cm(2)). The lack of coincidence at zero time delay indicates a highly efficient Auger ionization process, which suppresses multi-photon emission in these colloidal QDs. Using careful analysis of the saturation behavior of the coincidence histograms, the absorption cross-section of a single QD has also been derived.