YVO4:Eu3+/PMMA, LaPO4:Ce3+,Tb3+/PMMA and CaWO4/PMMA nanocomposites were prepared by in situ polymerization method with hydrophobic YVO4:Eu3+, LaPO4:Ce3+,Tb3+ and CaWO4 nanoparticles as the filler and poly (methyl methacrylate) (PMMA) as the host material. All the nanoparticles and composites have been well characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscope (TEM), the thermogravimetric analysis (TGA), photoluminescence excitation, and emission spectra and luminescence decays. YVO4:Eu3+/PMMA, LaPO4:Ce3+,Tb3+/PMMA, CaWO4/PMMA nanocomposites exhibit strong red, green and blue photoluminescence upon 254 nm UV excitation, respectively. The yellow and white LED nanocomposites with CIE coordinates of (0.411, 0.498) and (0.334, 0.359) were obtained by triply integrating the red, green and blue nanoparticles into PMMA. Thanks to the abundant luminescent colors from RGB to yellow and white in these polymer composites under UV excitation, they can be potentially used in various optoelectronic fields.