We report on the first investigations of intersubband transitions in cubic type-II CdS/ZnSe multiple quantum wells. The samples are n-type doped with chlorine and were grown by molecular-beam epitaxy on GaAs(001) substrates using CdS and ZnSe compound sources. In case of infrared measurements in waveguide geometry, the different refraction indexes in the middle infrared of GaAs substrate and CdS/ZnSe heterostructure increase the electric field component in growth direction and cause a strong absorption of the infrared beam due to intersubband transitions. The measured energies and oscillator strengths of the intersubband transitions agree well with the theoretically expected values. Thereby, we used for the effective electron mass at the Gamma-point of cubic CdS a value of (0.19 +/-0.04)m(0), which has been determined by a combination of Hall and infrared reflectance measurements at nearly normal incidence on highly n-type doped simple CdS layers. Furthermore, first results of our pump-probe measurements on lightly doped CdS/ZnSe multiple quantum wells are presented.