We introduce an innovative and robust method for the preparation of nanocomposite multilayers, which allows accurate control over the placement of functional groups as well as the composition and dimensions of individual layers/internal structure. By employing the photocross-linkable polystyrene (PS-N-3, M-n = 28.0 kg/mol) with 10 wt % azide groups (-N-3) for host polymer and/or the PS-N-3-SH (M-n = 6.5 kg/mol) with azide and thiol (-SH) groups for capping ligands of inorganic nanoparticles, nanocomposite multilayers were prepared by an efficient photocross-linking layer-by-layer process, without perturbing underlying layers and nanostructures. The thickness of individual layers could be controlled from a few to hundreds of nanometers producing highly ordered internal structure, and the resulting nanocomposite multilayers, consisting of polymer and inorganic nanoparticles (CdSe@ZnS, Au, and Pt), exhibit a variety of interesting physical properties. These include prolonged photoluminescent durability, facile color tuning, and the ability to prepare functional free-standing films that can have the one-dimensional photonic band gap and furthermore be patterned by photolithography. This robust and tailored method opens a new route for the design of functional film devices based on nanocomposite multilayers.