It is known that CdSe quantum dots form nanocomposites with some polymers. Particularly, CdSe colloidal quantum dots (QDs) are included in nanocomposites based on poly[2-methoxy-5-2(2’-ethylhexyloxy-p-phenylenevinylene)] (MEH-PPV) [1], polymethyl methacrylate with polystyrene (SMMA) [2], poly[4-(n-aryloyloxyalkyloxy) benzoic acids] [3] and polystyrene with poly butyl methacrylate [4]. From the others advantages of quantum dots incorporation in polymer matrix is rise of photoluminescence quantum yield in comparison with non-incorporated QDs. It was found that QD introduction into polymer microparticles by impregnation in a supercritical carbon dioxide medium efficiently stabilizes them in space and significantly increases photochemical stability of their luminescence characteristics [2]. In this work a new method for preparation of polymer nanocomposite with colloidal CdSe QDs is proposed. UV-Vis and NIR absorption, photoluminescence and NMR spectra of this nanocomposite were investigated. Unlike in other known methods for polymer nanocomposite with colloidal QDs preparation, process was conducted not in the melted polymer, but in polymer solution in non-polar hydrocarbon solvent. Conducing synthesis in solution of polymer instead of melted polymer prevents the carbonization and decomposition of polymer. As solvents were used toluene, xylenes (mix of isomers) and dodecane. CdSe QDs in poly(2-vinylpyridine) matrix with diameter about 2 nm were obtained. These QDs show very good photoluminescence. To establish if cadmium on the surface of obtained colloidal CdSe QDs form donor-acceptor bonds with pyridinic nitrogen in poly(2-vinylpyridine) matrix, NMR and NIR spectra were analysed.