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We have developed a novel quantum dot microcavity by attaching ZnS-capped CdSe nanocrystals to a fused silica microsphere. The composite microcavity system features extremely small mode volume and a Q-factor approaching 10/sup 7/. It allows us to separately engineer electronic and photonic confinement and opens up a new avenue for investigating laser emission and strong light-matter coupling at the mesoscopic level of a single QD and for realizing quantum logic gates based on cavity QED. We have investigated the mode structure of the composite microcavity system by putting the microspheres in contact with a high index prism to couple whispering gallery modes (WGM) out of the microsphere. A portion of photoluminescence spectrum of the WGMs is shown where the CdSe nanocrystals are excited above the band gap.