An investigation of the shrinking behaviour of a zirconium-based sol-gel composite micro-structured by two-photon polymerization is presented and a simple, straightforward methodology allowing the evaluation of shrinkage is suggested. It is shown that volume reduction is directly related to the average laser power (irradiation dose) used for the microfabrication and becomes a critical issue near the polymerization threshold. It is demonstrated that this shrinkage can be employed beneficially to improve the structural resolution. This is demonstrated by the presence of stopbands in the photonic crystal nanostructures fabricated with controlled volume reduction. Well above the polymerization threshold, the studied material exhibits remarkably low shrinkage. Therefore, no additional effort for the pre-compensation of distortion and for the improvement of structural stability is required.