Carbon dots (CDs) exhibit vivid photoluminescence in solutions, but show no or weak photoluminescent emissions in solid state. In this paper, we prepared a polyurethane (PU)/CD composite with solid-state fluorescence under ultraviolet (UV) irradiation by anchoring oil-soluble CDs in a crosslinked PU matrix through chemical reaction. This polymer composite has high robustness, transmittance, and organic solvent resistance, as well as good stretching ability. Interestingly, since the chemical reaction between the CDs and the PU matrix changes the UV absorption feature of the CDs, the PU/CD composite has blue (near 405 nm), cyan (near 470 nm), and green (near 495 nm) fluorescent emissions, even though the CD solution just possesses green (near 530 nm) fluorescent emissions. This PU/CD composite shows the possibility of application in optoelectronic devices.