In this paper, we report on fabrication and optical properties of hollow poly(methyl methacrylate) (PMMA) microspheres loaded with CdSe/CdS core-shell quantum dots. The PMMA microspheres were fabricated using a spray-drying method and investigated using scanning electron microscopy, confocal microscopy, and fluorescent lifetime imaging microscopy. Micro-photoluminescence studies of individual microspheres were also performed revealing pronounced whispering gallery modes. This result demonstrates the high optical quality of the hollow microspheres and their potential application as optical microresonators.