The intensive photoluminescence (PL) band corresponding to the self‐trapped excitons (STEs) at surface Si–Si dimers has been observed for the multilayer periodical nanostructures (SiO2/nc‐Si/) with average nanocrystal size of 2.5 and 3.5 nm. The maximum of the band is located at 1.06 μm (1.17 eV) and does not depend on the nanocrystal size. The decay times of the PL band are 5.9 and 5.3 ms for the nanocrystal size of 2.5 and 3.5 nm, correspondingly. The obtained experimental results give a direct evidence of the exciton self‐trapping on the silicon nanocrystals surface predicted by G. Allan, C. Delerue, and M. Lannoo [Phys. Rev. B 76, 2961 (1996)].