Two-photon polymerization of photosensitive materials has emerged as a very promising technique for the fabrication of photonic crystals and devices. We present our investigations into the structuring by two-photon polymerization of a new class of photosensitive sol-gel composites exhibiting ultra-low shrinkage. We particularly focus on two composites, the first containing a zirconium alkoxide and the second a nonlinear optical chromophore. The three-dimensional photonic crystal structures fabricated using these materials demonstrate high resolution and clear bandstops in the near IR region.