Anomalous changes were found in the properties of thin films of zinc and cadmium oxides on fused quartz substrates during oxidation. Depending on the oxidation temperature, absorption shifted towards shorter wavelengths in a narrow temperature range, and the band gap increased. The effect was not reversible. On other substrates (sapphire, MgO) the same films demonstrated no sharp changes in the absorption spectra during oxidation at up to 800 °C. XPS (X-ray Photoelectron Spectroscopy) and XRD (X-ray Diffraction) measurements revealed the changes in the film composition—the appearance of silicon atoms and a relative decrease in the number of metal atoms which could be responsible for the effects observed. Phase transitions in quartz and the effect of lattice vibrations on its surface structure (soft mode) could result in the compositional change. Additionally, EM (Electron Microscopy) and XRD data showed an increase in the crystallinity of the samples in the same narrow temperature range.