We present a new method of realizing single nanocavities in individual colloidal particles onthe surface of silicon dioxide artificial opals using a focused ion beam milling technique. Weshow that both the radius and the position of the nanocavity can be controlled withnanometre precision, to radii as small as 40 nm. The relation between the defect size andthe milling time has been established. We confirmed that milling not only occurs on thesurface of the spheres, but into and through them as well. We also show that an array ofnanocavities can be fashioned. Structurally modified colloids have interesting potentialapplications in nanolithography, as well as in chemical sensing and solar cells, and asphotonic crystal cavities.