Band offsets and total energy of Wannier excitons in multilayers are affected by dimensional and auto-correlation effects, and sp3-d coupling is consequently modified. Thus, the calculation of the Zeeman splitting in the quantum wells has to take into account these effects, especially when the mismatch cannot be disregarded. In this work,the theoretical study of these combined effects has been performed for Cd1-xMnx Te/CdTe multilayers embedded by Cd1-yZny Te as the substrate (or the buffer) on one side and as a cladding layer on the other side. This sample allows us to highlight the role played by the substrate (buffer) and the growth direction on the Zeeman splitting in such multilayers.