A novel and facile preparation method for layer-by-layer (LbL) self-assembled films incorporating quantum dots (QDs) and having intense photoluminescence (PL) from blue to red is presented. Functional sol-gel-derived glass layers prepared by the hydrolysis of 3-aminopropyltrimethoxysilane (APS) or 3-mercaptopropyltrimethoxysilane (MPS) have been used as a linkage between QD layers. Absorption, PL spectroscopy, transmission electron microscopy, and atomic force microscopy were employed for characterization, which revealed that the QDs in the prepared films had a nearly close-packed coverage and were not aggregated. The PL efficiencies of the QDs (CdTe or ZnSe, both are thioglycolic acid-stabilized) dispersed in the films were roughly half that of the initial colloidal solutions but reached 24% before a refractive index correction. The thickness of the red-emitting film with 10 CdTe QD layers was approximately 50 nm. The concentration of QDs in the film derived from the first absorption peak was approximately 0.01 M. Because the PL starts to show a red shift, the obtained concentration is practically the ultimate one in the glass matrix. The mercapto, amino, and carboxyl groups play important roles in LbL self-assembling processes.