Low-temperature (T = 4.2-77 K) absorption spectra of CuCl and CuBr nanocrystals in photochromic glass matrixes are studied. A fine structure of exciton absorption bands (Z₃ band for CuCl and Z₁₂ band for CuBr) is discovered and studied as a function of nanocrystal size. It is suggested that the high-energy part of the absorption band is due to the high-temperature hexagonal β phase being stabilized in very small samples; a transition to the stable cubic phase with increasing nanocrystal size is demonstrated.