In this study, PbSe quantum dots (QDs) with subsequent characterization performed via X-ray diffraction (XRD) and transmission electron microscopy (TEM) were synthesized utilizing the thermal injection method. The absorption properties of the PbSe quantum dots were described using an ultraviolet-infrared spectrophotometer (UV-Vis), which shows that absorption in the range of 350 nm to 1600 nm, with an absorption typical peak near 1400 nm. Furthermore, the nonlinear optical properties of the quantum dots were systematically explored employing a femtosecond laser Z-scan system operating at a wavelength of 800 nm and a pulse width of 80 fs. As the incident laser power increasing, the nonlinear optical absorption behavior of the PbSe QDs underwent a discernible transition: from saturable absorption (SA) to reverse saturable absorption (RSA). By fitting the experimental data, the corresponding nonlinear absorption coefficients were determined -3.538×10-8 and 1.362×10-8 respectively. The transition power of the two absorption states occurs at approximately ~3.4 mW. This nonlinear optical absorption phenomenon of PbSe QDs presents applying in optical limiting technology, laser modulation technology, and photodetectors.