Thermal stability of the luminescent properties of CdSe and CdSe/ZnS quantum dots (QDs) in polymer films of gelatin and polyvinyl alcohol (PVA) is studied. Thermal annealing of the films at the air ambience at 100 °C is found to result in two effects in the photoluminescence (PL) spectra: (i) an enhancement of the PL intensity and (ii) a red spectral shift of the PL bands. The first effect is observed in both QDs-gelatin and QDs-PVA composites, while the second one - in the QDs-gelatin only. The passivation of CdSe QDs with ZnS shell reduces the effects. The enhancement of the PL intensity is supposed to be due to the decrease of nonradiative defect density. The red shift is explained by dissociation of coordination bonds between surface Cd atoms and amino-groups of gelatin. This dissociation decreases the PL intensity too. This effect competes with the effect of PL enhancement and is supposed to be responsible for non-monotonous dependence of the PL intensity versus annealing time in the QDs-gelatin composite.