Host–guest nanoassemblies made from spontaneous self-association of host and guest polymers in aqueous solutions have been studied. The specific motivation behind this work was to clarify the impact of the molecular design of the polymers on the interactions between them and on the inner structure of the resulting nanoassemblies. The polymers were composed of a dextran backbone, functionalized with either pendant β–cyclodextrin (CD) or adamantyl (Ada). Those groups were connected to the backbone either directly or with hydrophilic polyethylene glycol (PEG) spacers. To study the impact of those spacers we have proposed a synthetic pathway to new guest polymers. The latter relied on the use of thiol-substituted dextrans as a scaffold, which is subsequently transformed into PEG-Ada grafted guest polymers via nucleophile-mediated thiol-click reaction. Surface plasmon resonance (SPR) studies evidenced strong mutual affinities between the host and guest polymers and showed that the stoichiometry was close to the ideal one (CD/Ada = 1/1) when PEG spacers were introduced. The structure of the nanoassemblies was studied by a combination of dynamic light scattering (DLS) and small-angle X-ray scattering (SAXS). The nature of the individual host or guest polymers has a strong impact on the size and internal structure of the resulting nanoassemblies. The presence of PEG spacers in the polymers led to smaller and less compact nanoassemblies, as evidenced by their large correlation length values (4–20 nm compared to 2 nm without PEG spacers). At the same time, all types of nanoassemblies appear to have radial density distribution with denser cores and pending polymer chains at the periphery. This study, centered on the influence of the molecular design on the host–guest interactions and structural ordering in polymeric nanoassemblies, will help to tailor host–guest nanoassemblies with attractive drug delivery profiles.