A persistent spectral hole-burning phenomenon in nanometer-size semiconductor microcrystals (nanocrystals), namely, CdSe, ${\mathrm{CdS}}_{0.59}$${\mathrm{Se}}_{0.41}$, and CuCl, embedded in a crystal or glass was observed. When the spectrally narrow laser excites the inhomogeneously broadened absorption band of CdSe and CuCl nanocrystals, a narrow bleaching hole and induced absorption arise in the absorption spectra at 2 K and are present for more than a few hours after the laser irradiation. Long-lived bleaching was observed also in ${\mathrm{CdS}}_{0.59}$${\mathrm{Se}}_{0.41}$ nanocrystals together with photodarkening. A photophysical model explains the long-lived bleaching ascribed to the spectral antihole fairly well, but some part of the persistent spectral hole burning comes from the photochemical mechanism. Nanocrystals consisting of ${10}^{3}$--${10}^{4}$ atoms behave like molecules or ions in a matrix to give the persistent spectral hole-burning phenomenon. This means that the total system consisting of even one semiconductor nanocrystal and the matrix has more than one ground-state configuration. Not only the size distribution but also these ground-state configurations give inhomogeneous broadening to semiconductor nanocrystals.