We report the directed assembly of quantum dots (QDs) within well-ordered photonic nanocomposites using a family of (polynorbornene-graft-poly(styrene))-block-(polynorbornene-graft-poly(ethylene oxide)) (PS-b-PEO) brush block copolymers (BBCPs). Cadmium selenide (CdSe) nanoparticles (NPs) modified with 11-mercaptoundecylhydroquinone are selectively incorporated within the PEO domains of the self-assembled BBCPs via strong hydrogen-bonding interactions between the ligands on QDs and PEO brushes of the BBCPs. Well-ordered QD arrays were readily created within a periodic lamellar polymer matrix, or one-dimensional photonic crystal, with a widely tunable lattice spacing ranging from 46.2 to up to 145 nm. The loading concentration of the QDs can be up to 30 wt % (15 vol %) while maintaining a well-ordered lamellar morphology, providing an optical gain material platform for the systematic investigation of optical properties. Strong photoluminescence and third harmonic generation from the well-ordered QD arrays were observed via multiphoton excitation using femtosecond (fs) laser light at several optical wavelengths from 700 to 1550 nm.