Nanopillars, nanotubes and nanofibers of transparent polymethyl methacrylate (PMMA) polymer with Yb:Ln:Lu2O3 (Ln = Er or Tm) nanoparticles (NPs) (≈30–35 nm average size) have been prepared by infiltration of anodized aluminum oxide hexagonally nanopatterned templates. The outer diameter of these nanostructures is in the 330–400 nm range, with lengths up to 50 μm and a period distance of 430 nm. These nanostructures show visible upconversion (UC) emissions under excitation with 978 nm light. The steady state temperature of the polymer nanostructures is optically evidenced by the Er3+ UC emission and optically controlled around the PMMA glass transition temperature by the excitation light, introducing a new method for NP storage in a solid and potential optically induced particle release. Full color emission is shown in tridoped (Yb:Er:Tm) samples.