The intersubband optical absorption in cylindrical quantum dot quantum well (QDQW) for different sizes of QDQW is theoretically studied. The analytical expression of the absorption coefficient is derived by using the compact density-matrix approach and the iterative method. And the numerical calculations are presented for a typical GaAs / AlGaAs QDQW. The results obtained show that the optical absorption coefficient in the QDQW can be importantly modified by size of shell well. Moreover, they also show that the optical absorption is strongly dependent on the incident optical intensity.