Narrow-band-gap semiconductor quantum dots (QDs) have been the subject of considerable interest as the promising candidates for replacing in dye-sensitized solar cells (DSSCs). The use of semiconductor QDs as the sensitizers has some advantages over the use of dye molecules in sensitized solar cell applications. The photoexcited carrier dynamics in QDs, including the electron transfer form QDs to TiO₂, are very important for improving the conversion efficiency of QD-sensitized solar cells (QDSSCs). Some studies have been reported on investigating the dynamics using transient absorption and time-resolved photoluminescence techniques. However, such carrier relaxation processses are still poorly understood and more investigations are necessary. In this study, we applied a recently developed near-field heterodyne detection transient grating (NF-HD-TG) technique to investigate the ultrafast carrier dynamics of the chemical bath deposited (CBD) CdSe QDs on nanostructured TiO₂ electrodes and on glass substrate. TG technique is a powerful time-resolved optical technique for measurements of various kinds of dynamics. In the NF-HD-TG respoeses, two decay processes were observed. The fast decay one is the reflection of photoexcited hole relaxation due to surface trapping and/or relaxation into intrinsic nanocrystal states. The slow decay one is attributed to photoexcited electron relaxation process, i.e., electron transfer and/or trapping. The slow decay time constants are different for the two kinds of substrates (TiO₂ and glass). Since no electron transfer from CdSe QDs to glass substrate could occur, the electron transfer rate from CdSe QDs into nanostructured TiO₂ electrodes was estimated to be approximately 5.6 x 10⁹ s^-1.