CdSe quantum dots (QDs) grown on ZnSe were investigated by various transmission electron microscopy (TEM) techniques including diffraction contrast imaging, high-resolution and analytical transmission electron microscopy both of plan-view as well as cross-section specimens. The size of the QDs ranges from about 5-50 nm, where from the contrast features in plan-view imaging two classes can be differentiated. In the features of the smaller dots there is no inner fine structure resolvable. The larger ones exhibit contrast features of fourfold symmetry as expected for pyramid-like islands. Corresponding simulations of diffraction contrast images of truncated CdSe pyramids with the edges of the basal plane orientated parallel to <100> are in relatively good agreement with this assumption. In TEM diffraction contrast imaging of cross-section samples the locations of the quantum dots are visualized by additional dark contrast features. The QDs have a distinct larger extension in growth direction compared to the almost uniformly thick CdSe wetting layer. The presence of the CdSe QDs was also confirmed by energy-dispersive X-ray spectroscopy.