The temperature-dependent optical absorption of 3D arrays of close-packed strongly quantized ZnSe QDs, deposited in thin film form, is studied in the interval from 11 to 340 K. Because of the particle size distribution and interdot coupling between proximal QDs within the QD arrays, the excitonic peaks are not visible at all, even at temperatures as low as 11 K. The temperature coefficient of the band-gap energy in the strongly quantized QD arrays was found to be twice larger than the value characteristic of a bulk ZnSe specimen. The Debye temperature, on the other hand, is shown to decrease by about 15% in comparison with the bulk value, which is attributed to the phonon confinement effects. It is shown that the sub-band-gap exponential absorption tails in the strongly quantized 3D QD arrays obey the Urbach−Martienssen rule. The temperature dependence of the Urbach energy and the relation between this quantity and the band-gap energy of the films could be excellently fitted to the predictions of the Cody’s model. However, in contrast to the macrocrystalline semiconductors, the temperature-dependent component of the Urbach energy accounts for less than 15% of the overall value, which is attributed to the very high degree of inherent structural disorder in the QD arrays. This is in line with the conclusions derived from analyses of the temperature dependence of the steepness parameter, σ, which imply a rather high energy of the phonons contributing to the Urbach−Martienssen tails in the optical absorption of the QD arrays.