Promising direct laser writing (DLW) technology has been introduced to process functional quantum dot (QD)–polymer nanocomposites. The results reveal that after surface modification, the QDs are compatible with the SR399 monomer, and the homogeneous incorporation of QDs is accordingly obtained owing to the copolymerization and resultant cross-linking of QDs into SR399 resin under DLW processing with a laser wavelength (λ) of 532 nm. Moreover, compared with other scholars, we have proved that the surface modified QDs incorporated into the nanocomposites that can be successfully processed via DLW can reach a concentration of up to 150 mg/mL. Owing to the threshold behavior and nonlinear nature of the DLW process, it is feasible to modify the attendant exposure kinetics and design lines of any small size by selecting an appropriate laser power (P) and scan speed (v). The superfine feature size of 65 nm (λ/8) of the red QD–polymer suspended line can be tailored by applying the optimized P of 15 mW and v of 700 μm/s, and the finest green QD–polymer suspended line also reaches 65 nm (λ/8) with the optimized P of 14 mW and v of 250 μm/s used. Moreover, DLW processed QD–polymer structures present strong and homogeneous photoluminescence emission, which shows great potential for application in high-resolution displays, anti-counterfeit technology, and optical encryption. Additionally, the two types of long pass QD–polymer absorptive filters prepared by DLW exhibit superior optical performance with a considerably high transmittance of more than 90% for red QD–polymer block filter, and over 70% for green QD–polymer block filter in the transmittance region, which means that different filters with specific performance can be easily customized to meet the demand of various microdevices. Therefore, the DLW process can be applied to produce geometrically complex micro- and nanoscale functional structures, which will contribute to the development of advanced optoelectronic devices.