Structures with self-assembled InAs quantum dots (QDs) embedded in an AlAs matrix have been studied by steady-state and transient photoluminescence. It has been shown that in contrast to InAs/GaAs QD systems carriers are mainly captured by quantum dots directly from the AlAs matrix, while transfer of carriers captured by the wetting layer far away from QDs to the QDs is suppressed. At low temperatures the carriers captured by the wetting layer are localized by potential fluctuations at the wetting layer interface, while at high temperatures the carriers are delocalized but captured by nonradiative centers located in the wetting layer.