A simple closed system is introduced to construct copolymer microspheres with specific surface groups by low‐power UV irradiation. As an example, poly(MMA‐co‐MAA) microspheres with narrow size distribution were prepared by photo‐initiated dispersion polymerization. Sizes and size distributions of the microspheres were closely related to light intensity, composition of dispersion medium and the concentrations of initiators, stabilizers, and monomers. Many carboxyl groups could be moored on the spheres' surfaces, which enabled the construction of nanostructures on the surface. Many copolymer microspheres with different surface functional groups, such as –NH2, –SH, –OH, etc. could be directly prepared in an ordinary laboratory.