Thermodynamic arguments are presented for the formation of atomic order in heteroepitaxially grown semiconductor quantum dots. From thermodynamics several significant properties of these systems can be derived, such as an enhanced critical temperature of the disorder-order transition, the possible co-existence of differently ordered domains of varying size and orientation, the possible existence of structures that have not been observed before in semiconductors, the occurrence of atomic order over time, and the occurrence of short range order when the growth proceeds at low temperatures. Transmission electron microscopy results support these predictions. Finally, we speculate on the cause for the observed increase in life time of (In,Ga)As/GaAs quantum dot lasers [H-Y. Liu et al., Appl. Phys. Lett. 79, 2868 (2001)].