A new strategy to producing three-dimensional (3D) ordered polymer nanocomposites is proposed that employs a core-shell latex morphology. We synthesized core-shell latex particles in which a core-forming polymer had a glass transition temperature significantly higher than that of a shell-forming polymer. Particles were assembled in a 3D close-packed structure and annealed in such a way that latex cores remained intact while latex shells deformed and flew. As a result, a continuous matrix was formed that contained an organized 3D array of monodisperse "core" particles. A possibility to control the functionality of the "core" beads was demonstrated by labeling the core-forming polymer with a fluorescent dye. We discuss conditions in which an ordered, void-free polymer nanocomposite can be obtained.