In this paper, we are studying the sign changes of the nonlinear refractive index of CdTe quantum dots (QDs) function of the light wavelength around the resonance. This dependence of the nonlinear refractive index sign is of importance for the control of the nonlinear focusing/defocusing by changing the excitation wavelength only. With the QD samples we also observed a strong enhancement of the nonlinear refractive index with respect to the bulk material which is a consequence of the QD material being in the strong quantum confinement regime and near to the resonance excitation. A Z-Scan experimental setup is used to determine the nonlinear refractive index of the CdTe QDs. A simple method is proposed to avoid thermo-optical effects by using chopped and c.w. lasers as light sourcse for the Z-Scan experiments.