Amphiphilic copolymer self-assembly is a straightforward approach to obtain responsive micelles, nanoparticles, and vesicles that are particularly attractive for biomedicine, i.e., for the delivery of functional molecules. Here, amphiphilic copolymers of hydrophobic polysiloxane methacrylate and hydrophilic oligo (ethylene glycol) methyl ether methacrylate with different lengths of oxyethylenic side chains were synthesized via controlled RAFT radical polymerization and characterized both thermally and in solution. In particular, the thermoresponsive and self-assembling behavior of the water-soluble copolymers in water was investigated via complementary techniques such as light transmittance, dynamic light scattering (DLS), and small-angle X-ray scattering (SAXS) measurements. All the copolymers synthesized were thermoresponsive, displaying a cloud point temperature (Tcp) strongly dependent on macromolecular parameters such as the length of the oligo(ethylene glycol) side chains and the content of the SiMA counits, as well as the concentration of the copolymer in water, which is consistent with a lower critical solution temperature (LCST)-type behavior. SAXS analysis revealed that the copolymers formed nanostructures in water belowTcp, whose dimension and shape depended on the content of the hydrophobic components in the copolymer. The hydrodynamic diameter (Dh) determined by DLS increased with the amount of SiMA and the associated morphology at higher SiMA contents was found to be pearl-necklace-micelle-like, composed of connected hydrophobic cores. These novel amphiphilic copolymers were able to modulate thermoresponsiveness in water in a wide range of temperatures, including the physiological temperature, as well as the dimension and shape of their nanostructured assemblies, simply by varying their chemical composition and the length of the hydrophilic side chains.