Raman scattering measurements of CdTe/ZnTe superlattices (SL) grown by molecular beam epitaxy (MBE) have been reported for the first time at room temperature and under off-resonance condition. The lowest confined longitudinal optical (LO) phonon modes of CdTe and ZnTe are observed. Theoretical frequeney shift in SL, accounting both for strain and confinement, is calculated accurately and in good agreement with the observed shift of ZnTe LO phonon. It is indicated especially that when the individual layer thickness of CdTe and ZnTe is less than 2nm, the confinement effect of phonon frequency shift can not be neglected.