We present detuning-dependent spectral and decay-rate measurements to study the difference between the spectral and dynamical properties of single quantum dots embedded in micropillar and photonic crystal cavities. For the micropillar cavity, the dynamics is well described by the dissipative Jaynes–Cummings model, whereas systematic deviations are observed for the emission spectra. The discrepancy for the spectra is attributed to the coupling of other exciton lines to the cavity and interference of different propagation paths toward the detector of the fields emitted by the quantum dot. In contrast, quantitative information about the system can readily be extracted from the dynamical measurements. In the case of photonic crystal cavities, we observe an anti-crossing in the spectra when detuning a single quantum dot through resonance, which is the spectral signature of a strong coupling. However, time-resolved measurements reveal that the actual coupling strength is significantly smaller than anticipated from the spectral measurements and that the quantum dot is rather weakly coupled to the cavity. We suggest that the observed Rabi splitting is due to cavity feeding by other quantum dots and/or multi-exciton complexes giving rise to collective emission effects.