We report nonlinear absorption around theZ3exciton in CuCl microcrystallites embedded in a glass matrix. Our experiments are performed in a test‐pump configuration with picosecond pulses at low temperature. In addition to a shift and a bleaching of the excitonic resonance, induced absorption on the high‐energy side is found. The nonlinear index changes induced per exciton per unit volume of CuCl quantum dot could be determined by Kramers–Kronig transformations.