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Incorporation of nanoparticles into photostructurable polymer materials enables the engineering of novel, highly integrated micro/nanosystems (MEMS/NEMS) with enhanced intrinsic functional properties. For instance, nanoparticles with (semi)conducting, optical or magnetic properties can be incorporated into polymers in order to convey their inherent functionalities to the final material, which can then be exploited for sensor and actuator applications. The current challenge is two-fold: (a) the incorporation of the functional nanoparticles into the polymer matrix and (b) the maintaining of the structurability of photosensitive polymers by UV lithography. In this paper we present a novel approach to further advance this field by combining luminescent nanocrystals (NCs) of cadmium selenide coated by a shell of zinc sulfide (CdSe@ZnS) with epoxy-based photosensitive resins. This class of material is well-known for polymer MEMS applications due to its superb structurability by UV lithography and mechanical properties. Here, colloidal methods have been used to provide luminescent CdSe@ZnS NCs with tunable size, exhibiting size-dependent optoelectronic properties. The presence of an organic ligand shell makes the NCs soluble in organic solvents and thus enables their processing and incorporation into polymers. The luminescent NCs (4.7 nm) were successfully incorporated in the epoxy-based resin by exploiting their solubility in a suitable common solvent. The NC-doped resin has been spin-coated on a silicon wafer, baked, exposed to UV light through a mask and developed. The same processing was applied to un-doped resin used as reference material. The obtained structures were inspected by means of optical, scanning electron, fluorescent and atomic force microscopy, as well as surface profilemetry. The results confirm the overall UV-structuring capability of the modified polymer. The emission properties of the NCs were demonstrated to be retained upon incorporation in the resin and spin coating. The luminescent properties of the NCs were retained after patterning by UV photolithography, although some aggregation of NCs was observed. The presence of organic ligand shell at the colloidal NC surface shows to be relevant for the subsequent processing of the doped photo-resin. The presented route looks promising for the microfabrication of polymer MEMS with inherent functionalities. Further optimization needs to be implemented also in view of a possible extension to incorporation of different types of colloidal NCs.