A spectroscopic study of the optical non-linearities of PbSe colloidal solutions was performed with the Z-scan technique, at wavelengths between 1200 and 1750 nm. No non-linear absorption is observed, while the third-order non-linear refractive index n₂ shows clear resonances, somewhat blueshifted relative to the exciton transitions in the absorbance spectrum. The occurrence of thermal effects is ruled out by time-resolved measurements. At resonance, measured n₂ values exceed typical bulk semiconductor values by two orders of magnitude. At high optical intensity, the refractive index change saturates, indicating that state filling lies at the origin of the observed effect.