The layer-by-layer assembly (LBL) is a new method of thin film deposition often used for oppositely charged polyelectrolytes. LBL technique has been extensively used to make multilayer films of polyions with biomolecules such as proteins, enzymes and DNA. It can also be successfully applied to the preparation of thin films of nanoparticles. Ultrathin multilayer films containing a polyoxometalate (Eu(PW11)2)m and PEI were prepared using layer-by-layer assembly method in the present work. The stable multilayer films were assembled by alternate adsorption of negatively charged POM and positively charged polyelectrolytes from their aqueous dispersions. The growth of the multilayer films is regular. The proposed novel immobilized method exhibited good stability and the photoluminescent behavior of films at room temperature was investigated to show the Eu3+ characteristic emission pattern, which is important for practical application.