UV absorbing appliances, such as contact lenses, are prepared by including at least one UV absorbing compound in the appliances. UV absorbing compounds can be water insoluble and/or reside in UV absorbing nanoparticles having a mean diameter less than 10 nm. The UV absorbing nanoparticles incorporate into an appliance by polymerizing a monomer mixture containing the UV absorbing nanoparticles to form an appliance comprising the UV absorbing nanoparticles. The UV absorbing compounds or the UV absorbing nanoparticles incorporate into an appliance by placing the appliance in a solution of the UV absorbing compound or a dispersion of the UV absorbing nanoparticles in a non-aqueous solvent that swells the appliance. The UV absorbing compound or the UV absorbing nanoparticles infuse into the swollen appliance and are retained within the appliance upon removal of the non-aqueous solvent.