Bovine serum albumin (BSA) microspheres incorporated with CdTe quantum dots (QDs) have been prepared via a spray-drying and thermal-denaturizing approach. The results show that the morphology of the composites obtained was greatly affected by the inlet temperature and the initial concentration of BSA in the precursor. Most of the composites prepared with 0.6 mM BSA in the precursor at 40 °C were spherical in shape and hollow. The thermal-denaturized microspheres were water-insoluble, and separated from each other after dispersing in water. Each microsphere had bright fluorescence with pure colour. The microspheres without thermal-denaturation dissolved easily in water, and released nanospheres (>8 nm) that consisted of many CdTe nanoparticles (<3 nm). This approach opens the possibility of rapidly preparing QDs microspheres with controlled fluorescence intensity or with separated multiemission peaks for biomedical applications.