Nonlinear change in transmission and photoluminescence of the colloidal CdSe nanoplatelets in the case of stationary exciton excitation by the third harmonic of mode-locked Nd3+:YAP laser pulses allowed to identify peculiarities of the exciton dynamics. The values of saturation intensity were determined from the measured differential transmission spectra. The revealed broadening and red shift of the photoluminescence spectra can be the evidence of the formation of trions and their radiative recombination at room temperature.