Optical and mechanical properties of different sizes and ratios of CdSe quantum dots (QDs)/PMMA nanocomposite films were investigated. Nanocomposite films of CdSe QDs (size = 3.75–5.23 nm)/PMMA (0.05 wt.%) were fabricated using casting technique. The optical properties of both colloidal CdSe QDs and CdSe QDs/PMMA nanocomposite films were recorded using UV–visible spectrophotometer. Red shifts in the absorption edges of CdSe/PMMA films have been seen compared with those of colloidal CdSe QDs. The mechanical properties including storage modulus, loss modulus, tan δ, and stiffness of the nanocomposite films as a function of temperature were recorded using a dynamic mechanical analyzer. An improvement in storage modulus, loss modulus, and stiffness have been observed for different sizes and ratios of CdSe QDs/PMMA as a function of temperature compared with those of pure PMMA film. The intensity of tan δ peak for pure PMMA film is larger than those of the nanocomposite films. The temperature at which the tan δ peak occurs is commonly known as the glass transition temperature (Tg). Tg of CdSe QDs/PMMA nanocomposite film shifts towards higher temperature side with respect to pure PMMA film from 91 to 110 °C as CdSe QDs size decreases from 3.75 to 5.23 nm.