The in situ photopolymerization method was applied to synthesize bulk nanocomposites consisting of hydrophobic NaYF4:Yb3+, Er3+ (Tm3+) nanoparticles as the filler and poly(methyl methacrylate) (PMMA) as the host material, The oleic acid stabilized NaYF4:Yb3+, Er3+ (Tm3+) nanoparticles and NaYF4:Yb3+, Er3+ (Tm3+)/PMMA nanocomposites have been well characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscope (TEM), the thermogravimetric analysis (TGA), flexural tests, UV/vis transmission spectra, upconversion photoluminescence spectra, and luminescence decays. The well-crystallized NaYF4:Yb3+, Er3+ (Tm3+) nanoparticles are spherical with a mean diameter of 40 rim. The obtained solid NaYF4:Yb3+, Er3+ (Tm3+)/PMMA nanocomposites have similar mechanical properties to that of pure polymer. NaYF4:Yb3+, Er3+/PMMA and NaYF4:Yb3+, Tm3+/PMMA nanocomposites are transparent in the visible spectral region and exhibit strong green and blue upconversion photoluminescence upon 980 nm laser excitation due to the integration of luminescent NaYF4:Yb3+, Er3+ and NaYF4:Yb3+, Tm3+ nanoparticles, respectively.