We previously reported the synthesis and some properties of heterostructure nanoparticles, i.e. CdS coated with PbS (CdS/PbS). We report further characterization and investigation of the infrared photoluminescence (PL) of the CdS and coated CdS/PbS nanoparticles. This allows us to provide a more stringent test of the quantum confinement model. We consider the energy shift of the PL peak and the variation of the PL intensity correlated with the predictions of the quantum confinement model. The experimental results can be explained by this model of coated semiconductor nanoparticles.