Phonon confinement effects are studied in self-assembled close-packed CdS and CdSe colloidal quantum dots using Raman scattering techniques. The longitudinal optical phonon frequency exhibits a red shift compared to the bulk mode in CdS quantum dot due to phonon confinement. High frequency phonon modes that are above the bulk LO phonon frequency are also observed in CdSe quantum dots. The possible origin of these high-frequency modes is attributed to the phonon density of states above the bulk LO frequency due to the surface states of the dots.