Doping quantum dots (QDs) with lanthanide ions is promising to combine the efficient sharp line emission of lanthanides with the strong and size-tunable absorption of QDs. Incorporating lanthanide ions in II-VI QDs remains challenging, however, here we report successful coupling of CdSe QDs with the lanthanide ion Yb(3+). Our spectroscopic results demonstrate that Yb(3+) ions are first adsorbed on the CdSe surface and subsequently incorporated in the nanocrystalline semiconductor particles by growing a Se shell. Evidence for incorporation is provided by the fine structure of the CdSe QDs absorption in the excitation spectrum of the Yb(3+) emission at 1000 nm and the long lifetime of the Yb(3+) emission after shell overgrowth. Sensitized Yb(3+) infrared emission may find application in optical amplifiers, solar concentrators, and bioimaging. The method described is a promising strategy for incorporating lanthanide ions in other II-VI QDs.