Silica glass is a high-performance material that has become essential in modern life. Functionalization of silica glass is critically important for its optical applications such as in lenses and filters, which is however challenging to realize and manipulate in 3D-printed silica glass. Here, we report 3D printing of solid composites of silica glass and hydrogen silsesquioxane (HSQ) with sub-micrometer resolution. This is achieved by encapsulating HSQ inside silica glass by selectively transforming HSQ to silica glass by multi-photon absorption using a femtosecond laser. Furthermore, we demonstrated selective generation of photoluminescent silicon nanocrystals in the HSQ regions inside the composites by annealing. This is based on our experimental observation that the silica glass transformed from HSQ by multi-photon absorption, unlike HSQ, does not generate silicon nanocrystals upon annealing.