The major difference between semiconductor quantum dots and bulk semiconductors is in the quantum confinement effect. It results the controllable exciton¡¦s absorption and emission spectra by tuning the size of the quantum dot. Moreover, multi-exciton states are reported to be observed in the highly symmetric quantum dot systems. In this dissertation, we use the single molecule fluorescence measurement to study the power dependence of multi-exciton state in single CdSe/ZnS semiconductor quantum dots. At low excitation fluence, anti-bunching behavior, and nearly single exponential relaxation dynamics are observed. By increasing the laser power, bi-exponential fluorescence decay dynamics as well as bunching behaviors from the same QD indicate the fast PL dynamics due to the relaxation from multi-exciton. The results indicate certain threshold energy level for multi-exciton generation. In addition, the multiple step cascade radiative relaxation processes are observed. Besides, we modulate linear polarization light to study the excitation orientation dependence. The results indicate the emission dipole of multi-exciton is similar to the single exciton, having a two dimensional transition dipole plane with c-axis symmetry. However, the absorption dipole of multi-exciton exhibits different orientation dependence from the single exciton.