We investigate the interface between core and shell in zinc blende CdSe-based CdSe/CdS dot-in-dot heteronanocrystals. Using X-ray diffraction and transmission electron microscopy, we show that a CdS shell grows coherently around the CdSe core. A comparison of the Raman spectrum of bare CdSe nanocrystals and CdSe/CdS heteronanocrystals indicates that the difference in lattice constant leads to compressive and tensile strain in core and shell, respectively. Concomitant continuum mechanical calculations follow this result, yet the calculated strain exceeds the experimental values. Moreover, a detailed analysis of the CdSe/CdS Raman spectra reveals the appearance of additional features upon shell growth. A comparison with pure Cd-(Se,S) alloyed nanocrystals relates these features to alloy vibrations. We show that these observations point toward the presence of a mixed Cd-(Se,S) layer at the CdSe/CdS interface. In this way, this work provides an experimental framework based on Raman spectroscopy to analyze in detail interfacial alloying in heteronanocrystals. A comprehensive picture of the structure of SILAR-grown CdSe/CdS dot-in-dot heteronanocrystals is obtained with Raman spectroscopy. The shift of the CdSe and CdS LO phonon frequency shows that core and shell have tensile and compressive strain. In addition, Raman features are identified that give evidence of a Cd-(Se,S) alloyed interface between core and shell. [ABSTRACT FROM AUTHOR]