Core–shell structural ZnSeTe/ZnSe/ZnS quantum dots (QDs) have attracted great attention for advanced illumination and displays because of their environmentally friendly composition, but still suffering from poor photoluminescence (PL) and electroluminescence (EL) performance due to severe non‐radiative charge recombination. Herein, a stepwise injection shell growth process to manipulate the monomer concentration and ensure adequate growth interval is devised, which enables the controllable uniform epitaxial growth of ZnSe and ZnS shells on the ZnSeTe core, thus relieving the lattice distortion and defects to greatly suppress the non‐radiative charge recombination. The ZnSeTe/ZnSe/ZnS QDs presented deep‐blue emission at 448 nm with narrow full width at half maximum (FWHM, 23 nm), and near‐unity PL quantum yield (PLQY, ≈100%) The light‐emitting diodes (LEDs) based on the QDs exhibited a high external quantum efficiency (EQE) of 10.9%, a maximum brightness of 10240 cd cm−2, and a high current efficiency of 7.9 cd A−1, demonstrating a good performance for deep blue QDs LEDs (QLEDs) This shell growth strategy will be an effective approach to achieving efficient QDs and QLEDs.