Na2O-B2O3-SiO2 glasses doped with semiconductor PbS quantum dots were fabricated via a sol-gel routine in this paper. The influence of different heat treatment on microstructure of glass were made, and characterization of the micro-crystals doped in glass matrix were made by varies methods. The result of N2 adsorption-desorption shows that the diameter of pores in the interior of glass diminishes, with increasing temperature, and the pores totally disappear at last. IR spectra indicate that network structure of glass is form at low temperature, and becomes compact at higher temperature. The PbS crystals are found in the glass matrix by both X-ray photoelectron spectroscopy (XPS) and high-resolution transmission electron microscopy (HRTEM), and the average size of the crystallites is 3.5nm in diameter. Comparing with the bulk PbS, the absorption edge in the optical absorption spectra of glass containing PbS quantum dots exhibits a blue shift and shows obvious quantum size effect. The nonlinear refractive index (γ) of the glass doped with PbS micro-crystals was determined by Z-scan technology to be -1.6×10-11cm2/GW.