Reactions between the ethylene groups in the backbone of conjugated polymers under UV illumination and heat treatment result in the cross‐linking of the main polymer chains. The cross‐linking leads to two simultaneous results in the polymer: excellent solvent resistance and increased bandgap. Using this reaction, three‐color polymer light‐emitting diodes (PLEDs) with a multi‐layer structure can be easily realized by a dry photo‐pattern in an active‐gas‐free environment. Multi‐layer blue devices with dramatically enhanced efficiency can also be achieved conveniently.