We investigate photoluminescence excitation (PLE) and selective photoluminescence (SPL) of ordered and disordered superlattices, showing that the coexistence of localized and extended states in disordered superlattices produces a dramatic dependence of the PLE spectra on the detection energy. We demonstrate that the PLE of disordered superlattices gives ambiguous information on joint density of states, and we use SPL in order to show that this effect is a consequence of the localization and of the lack of thermal equilibrium in disordered systems. (C) 1998 Elsevier Science B.V. All rights reserved.