Colored particles of poly(methyl methacrylate-co-ethylene glycol dimethacrylate) containing three different kinds of dye including Sudan black, Sudan red 7B and Oil blue N were made by emulsion polymerization. In an effort to find a way to prepare particles with size less than 100 nm with the maximized dye content, methanol is added either to the initial reaction media or during the polymerization. It was found that adding methanol is very efficient way to improve the dye incorporation efficiency while maintaining particle sizes less than 100 nm. By properly choosing methanol addition strategy, the dye content inside of particle could be increased up to four or five times and it was found that the optimum strategy of methanol addition is clearly depending on the nature of dye.