Under the effective mass approximation, the energy levels for the bound states of electron and hole in a quantum dot quantum well (QDQW) system are investigated. Numeral calculations on CdS/HgS and ZnS/CdSe QDQW are performed. Results reveal that the curves of the dependence of the eigen-energy on the size of the QDQW have some yielding points, which is obviously different from that in homogenous quantum dot, and the intervals of energy levels for electronic states in CdS/HgS QDQW have maximum at some certain quantum numbers n, while those for hole states in ZnS/CdSe QDQW increase monotonously, it is due to the difference of the ratios of the effective mass of the materials synthesized the QDQW.