We report self-diffraction processes of two types under resonant excitation of the fundamental electron-hole (exciton) transition in a strongly absorbing colloidal solution of CdSe/ZnS quantum dots (QDs) by high-power picosecond laser pulses. In the first case the absorption saturation (bleaching) at the exciton transition frequency and the Stark shift of exciton absorption line lead to the formation of a transparency channel and self-diffraction of the laser beam from the thus induced round diaphragm. In the second case, self-diffraction of two laser beams, intersecting in a cell with a colloidal QD solution, occurs on the diffraction grating induced by these beams. The physical processes responsible for the nonlinear optical properties of CdSe/ZnS QDs and the found sel-faction effects are analysed.