Hybrid fluorescent polymer-inorganic nanoparticle composites have a broad set of valuable properties that allow them to be considered promising materials for photonics and photovoltaics. The design and methods of preparation of these composites are among the most critical topics of modern materials science. In this work, we have developed an approach to the preparation of composite polymer films with bright fluorescence and high thermostability. These composite films are based on a porous polyethylene (PE) matrix, the pores of which are filled by crosslinked poly(dodecylmethacrylate) and CdSe/ZnS core/shell quantum dots (QDs). The composites obtained are transparent in the visible spectral region and are able to withstand heating to high temperature and a considerable mechanical stress without loss of this property. These QD-PE composite films contain QDs in a high concentration and display very bright fluorescence, while they retain the mechanical properties of the initial porous PE film. Thus, the developed approach makes it possible to obtain composite materials combining the advantageous properties of PE and QDs without appreciable loss of individual component characteristics. A novel approach to the preparation of fluorescence composite polymer films, which have transparency, dimensional thermostability and resistance to mechanical stress, has been developed.