In this paper a comparative study is carried out on the CdSe QDs synthesized from water and ethanol. Our purpose is to present an insight understanding on how hydrogen bonds affect particle agglomeration and consequently photoluminescence (PL) behavior of the QDs. In comparison with those from water, the CdSe QDs from ethanol show super PL with high brightness. Detailed characterization gives the only difference of large agglomerates presented in the QDs from ethanol. The TEM and HRTEM observations reveal a tri-level microstructure for the QDs from ethanol while in the case of those from water it is bi-level. With these direct evidences weak hydrogen bond of TGA with ethanol is proposed to be responsible for these large agglomerates and consequently super PL behavior. Additional investigations on some other alcohols of methanol, n-propanol, and i-butanol yield positive results and confirm the truth of our proposal.