New hybrid hydrogels with nanogel domains were obtained by using polymerizable self-assembled nanogels as cross-linkers. Methacryloyl groups were introduced to cholesteryl group-bearing pullulan (CHP). The methacryloyl group-bearing CHPs (CHPMAs) formed nanogels by their self-association in water (R(g) = 14-17 nm). CHPMA nanogels were polymerized with 2-methacryloyloxyethyl phosphorylcholine (MPC) by radical polymerization in a semidilute aqueous solution. CHPMA nanogels acted as effective cross-linkers for gelation. TEM observation showed that the nanogel structure was retained after gelation and that the nanogels were well dispersed in the macrogel. The hybrid hydrogels showed two well-defined networks such as a nanogel intranetwork structure of less than 10 nm (physically cross-linking) and an internetwork structure of several hundred nanometers (chemically cross-linking). The immobilized nanogels retained their ability to trap and release protein (insulin was used as a model protein) by host-guest interaction of the cholesteryl group and cyclodextrin and also showed high chaperone-like activity for refolding of chemically denatured protein.