This study reports on finite‐frequency noise and dynamical charge susceptibility in out‐of‐equilibrium quantum dot systems. Both single and double quantum dots connected to one or two reservoirs of electrons are considered, and these quantities are calculated by using the non‐equilibrium Green function technique. The results are discussed in the light of experimental results, particularly in the low‐frequency limit for which an interpretation in terms of an equivalent RC‐circuit is made. Anti‐symmetrized noise is also studied, defined as the difference between absorption and emission noises, and its relationship with the dynamical charge susceptibility in single quantum dots is established. In double quantum dots, the similarities between the dynamical charge susceptibility, the absorption noise, and the dot occupancy, are highlighted by comparing their respective variations with the bias voltage applied between the two reservoirs, and the detuning energy defined as the difference between the lowest level energies in the two dots.