ZnSe and Cu-doped ZnSe nanoparticle aqueous suspensions were prepared in the presence of mercaptopropionic acid (MPA). Cu-doped ZnSe nanoparticles exhibited a strong blue emission that was strongly dependent upon the Cu dopant level and the chemical surface passivation produced by zinc-mercaptopropionic acid complexes. These Cu-doped ZnSe nanoparticles were further assembled into ultrathin polymer-supported films using electrostatic interactions and the layer-by-layer assembly method. UV-visible spectroscopy and X-ray photoelectron spectroscopy (XPS) provided evidence for the presence and optical activity of Cu-doped ZnSe nanoparticles within the polymer ultrathin films. Moreover, XPS data supported the presence of zinc mercaptopropionic acid complexes on nanoparticle surfaces and the presence of Cu+ ions with high luminescent activity in the doped nanoparticles.