We have developed a technique for creating high quality tellurite microspheres with embedded nanodiamonds (NDs) containing nitrogen-vacancy (NV) centres. This hybrid method allows fluorescence of the NVs in the NDs to be directly, rather than evanescently, coupled to the whispering gallery modes of the tellurite microspheres at room temperature. As a demonstration of its sensing potential, shifting of the resonance peaks is also demonstrated by coating a sphere surface with a liquid layer. This new approach is a robust way of creating cavities for use in quantum and sensing applications.