A supra-amphiphilic polymer (SAP) with controlled molecular structures is constructed, in this work, via self-complementary hydrogen bonding of guanosine groups between a hydrophilic block, poly(N-isopropylacrylamide), and a hydrophobic block, poly(ε-caprolactone). By simply changing the mixing ratio of the guanosine-capped hydrophilic and hydrophobic blocks, a series of SAPs with tailored nanostructures are constructed, which can further self-assemble into different nano-aggregates in solution, including spheres, vesicles and large vesicle micelles. The thermo-induced phase transition of the hydrophilic block induces the fusion and aggregation of the nanoparticles into irregular particles upon heating, which further transform to large compound vesicles after cooling.