We have shown that photolithography can be used to create alignment markers on a semiconductor substrate at cryogenic temperatures. The epoxy resist SU-8 can be exposed effectively by two-photon absorption at a temperature of 4K. By this means a spectroscopy apparatus can be used to find the positions of randomly distributed structures at low temperatures, such as InGaAs∕GaAs quantum dots, and mark their positions. We present a systematic study of the optical exposure parameters for cryogenic two-photon laser photolithography with SU-8.