Differential photoluminescence excitation (DPLE) spectroscopy is shown to be an efficient way to measure gain and absorption spectra of excited semiconductors. Very small excited volumes can be probed, and thus DPLE spectroscopy is ideal to probe nanostructures. This technique is applied to investigate the width of the gap between the second electron and hole subbands of a quantum Well versus carrier density, in a sample which contains only a few wellS. It is found that the reduction of this gap is a smooth function of the electron hole pair- density, and no drastic change occurs when the second subbands start to be populated.