Self-organizing nanometer size structures are observed on the surface of Cd0.9Zn0.1Te crystal irradiated by strongly absorbed Nd:YAG laser irradiation at intensity in range of 4–12 MW/cm2. Thermogradient effect (TGE) has the main role in the interaction process of laser radiation with semiconductors. The surface morphology of the Cd0.9Zn0.1Te under the influence of Nd:YAG laser radiation has been studied. A change of surface relief has been defined by atom force microscope. The influence of laser radiation on the photoluminescence spectra has shown that at a threshold intensity of laser radiation is up to I = 4.0 MW/cm2 for formation of nano-cone structure on a surface of Cd0.9Zn0.1Te crystal. A graded band gap structure with optical window was formed at the top of nano-cones.