Spectral studies of the photoconductivity in the temperature range of T = 5–70 K, as well as studies of the magneto-absorption and magnetotransport at T = 4.2 K, have been performed in a HgTe/CdHgTe heterostructure with a double quantum well under an “optical gate” effect. Studies of magneto-absorption spectra under the controlled optical exposure have made it possible to observe absorption lines caused by both the cyclotron resonances of electrons and holes simultaneously. The coexistence of electrons and holes in the HgTe/CdHgTe double quantum well with a relatively large bandgap (~80 meV) indicates the appearance of a strongly inhomogeneous light-induced distribution of charge carriers in the plane of the structure. Experimental results obtained clearly demonstrate disadvantages of the control of the Fermi level positions in heterostructures with HgTe/CdHgTe quantum wells by means of the optical gate.