Blue poly(styrene‐co‐methacrylic acid) nanospheres were prepared by dyeing polymer dispersions with CI Disperse Blue 56. The coloured nanospheres had a clear shell with a thickness of 32.5 nm. The average diameter of the nanospheres increased from 288 to 353 nm, and the glass transition temperature was raised from 109.6 to 117.9 °C after coloration. Ultraviolet‐visible absorption spectra, transmission electron microscopy, and differential scanning calorimetry show that the amino and/or hydroxyl groups of the disperse dyes formed hydrogen bonds with the carboxyl groups on the surfaces of the nanospheres during the coloration process, resulting in increased particle sizes and shell layers. The dye content increased almost linearly with increasing dye concentrations or dyeing temperatures within a certain range. By increasing the pH of the dyeing bath from 4 to 5, the dye content increased sharply from 0.68 to 1.49% because of the ionisation of the carboxyl groups of the macromolecules.