Micropillars of different diameters have been prepared by focused ion beammilling out of a planar ZnTe-based cavity. The monolithic epitaxial structure,deposited on a GaAs substrate, contains CdTe quantum dots embedded in a ZnTeλ-cavity delimited by two distributed Bragg reflectors (DBRs). The high refractive indexmaterial of the DBR structure is ZnTe, while for the low index material a short-periodtriple MgTe/ZnTe/MgSe superlattice is used. The CdTe quantum dots are formed by anovel Zn-induced formation process and are investigated by scanning transmissionelectron microscopy. Micro-photoluminescence measurements show discrete opticalmodes for the pillars, in good agreement with calculations based on a vectorialtransfer matrix method. The measured quality factor reaches a value of 3100.