Cadmium sulfide and cadmium selenide/polymer nanocomposites were prepared via in-situ radical polymerization in miniemulsion. Organically capped CdE (E = S, Se) quantum dots (QDs) were used as the starting materials and ensembles of these dots were encapsulated with no need of further surface treatment. The use of two polymer matrices was investigated: polystyrene (PS) and poly(n-butyl acrylate) (PBA). In both cases, homogenous nanocomposites were obtained and their optical properties were investigated by visible absorption and photoluminescence spectroscopy. Quantum size effects were assigned to the nanocomposites, indicating the integrity of the individual QDs upon polymer encapsulation using the miniemulsion process.