We report cation-exchanged CdxAgySe quantum dots (QDs) at a metastable self-doped state exhibiting intraband transition in the mid-wavelength infrared (mid-IR) regime. The state is successfully captured by controlling the reaction rate of the cation exchange and analyzed using short-wavelength and mid-IR photoluminescence spectroscopy, etc., under cryogenic temperature. The electronic mid-IR intraband transition of the cation-exchanged self-doped quantum dots is further confirmed by measuring the infrared photocurrent spectrum of the QD-based infrared sensor.