Specific features of the formation of polymer-dye systems based on various nanostructured polymer matrices prepared by the method of solvent crazing are discussed. In the general case, the formation of polymer-dye composites includes four main stages: sorption of dye molecules by the highly disperse fibrillar material of crazes, shrinkage of the polymer composite due to the removal of the solvent, migration of dye molecules from their localized sites on the surface of fibrils, and healing of the structure of crazes (internal interfacial boundaries) under thermal treatment. Analysis of the migration of dye molecules in the polymer matrix includes the following assumptions: first, a metastable (nonequilibrium) state of the system after solvent crazing and introduction of dye molecules into the fibrillar craze material and, second, the statement according to which both the depth and direction of the above migration processes are controlled by the free energy of mixing of components. For amorphous glassy systems (PVC, PS, PC), healing of the fibrillar craze material (after shrinkage and removal of the solvent) is observed. In the case of semicrystalline polymers (PP, vinylidene fluoride-trifluoroethylene copolymer) and amorphous crystallizable polymer matrices (PET), the intensity of healing upon thermal treatment decreases due to the presence of crystalline regions, which slow down the motion of macromolecules.