Despite their impressive optical properties, lead halide perovskite quantum dots (PQDs) have not realized their potential, especially in bioimaging applications, as they suffer from poor moisture and thermal stability, solvent incompatibility, and significant toxicity. Here, a spray‐assisted coil–globule transition method for encapsulating CsPbBr3 (CPB) PQDs into poly(methyl methacrylate) (PMMA) polymer nanospheres is reported. Polyvinylpyrrolidone‐capped CPB PQDs are synthesized via the ligand assisted reprecipitation method in dichloromethane. After dissolving PMMA, the above precursor solution is sprayed into petroleum ether under high pressure N2. High‐pressure nebulization restricts the interactions between PMMA polymer chains, resulting in the formation of ≈112 nm nanoscale composite spheres after a coil–globule transition. The CPB@PMMA nanospheres not only possess 73% quantum yields but retain 81% of fluorescence intensity after the exposure to water for over 80 days. Due to their confined size and biocompatible encapsulation, they are readily available for cellular uptake and exhibit no toxicity on live HeLa cells. Furthermore, the PMMA surface allows for functional surface modification, carrying the possibility of targeting specific biological species and processes.