Single‐crystal multilayers of the dilute magnetic semiconductor Cd1−xMnxTe (x∼0.2) alternating with CdTe have been successfully grown for the first time using the molecular beam epitaxy technique. Four sets of superlattices have been prepared consisting of 14, 60, 90, and 240 double layers of average thickness 460, 140, 75, and 37 A˚, respectively. Each set consists of two samples grown simultaneously using 7×15×1‐mm thick (0001) sapphire substrates onto which 5.0‐&mgr;m‐thick CdTe buffer layers were first deposited. X‐ray diffraction techniques were employed to verify that epitaxy had been achieved and to obtain the average lattice constant of each of the multilayer structures. X‐ray diffraction satellites were observed on both sides of the (111) diffraction peak of the superlattices composed of 14 and 60 alternating layers, respectively, which allowed an accurate estimate of the superlattice period, or double‐layer thickness, for these samples. Results of UV reflectance studies and photoluminescence experiments at liquid nitrogen temperatures are also presented and discussed.