Nanocomposites based on an organic polymer and inorganic nanocrystals (NCs) represent a class of high impact functional materials able to convey the unique size and shape dependent properties of nano-objects to highly processable resists. In this work, a novel magnetic nanocomposite based on a negative tone epoxy photoresist and magnetic colloidal Fe2O3 NCs has been manufactured for fabricating AFM probes. Epoxy-type photoresist grant superior lithographic performances when patterned by standard near- ultraviolet (UV) optical lithography, providing structures with high aspect-ratio and nearly vertical sidewalls. Such resists are at present employed in optical and micromechanical applications for the fabrication of optical waveguides, microfluidic systems and scanning probes. However, these materials lack of any inherent functionality, e.g. electrical conductivity, luminescence, magnetism, piezoresistivity and dielectricity. Hence, the incorporation of NCs can confer them new properties maintaining the patterning resolutions required for the manufacturing of highly miniaturized devices. These added properties can be interesting for the fabrication of novel micro/nanoelectromechanical systems (MEMS/NEMS).