Using a pulsed-laser-beam and electron beam coevaporation method, we have embedded CdTe microcrystallites into a CaF₂ thin film in a high-vacuum chamber. Nanometre-scale CdTe particles embedded in the CaF₂ thin film are observed in transmission electron micrographs. The blue shifts of the absorption bands and in particular the corresponding photoluminescence bands are easily obtained in the CdTe-microcrystallite-doped CaF₂ thin film. A broadened optical phonon Raman structure and low-wavenumber acoustic phonon structure are also obtained. These results are considered to be a size effect of the CdTe microcrystallites.