Nanohydrogels of pure chitosan, containing neither potentially toxic solvent nor chemical cross-linker, were obtained by an ammonia-induced physical gelation of a reverse emulsion of a chitosan solution in a triglyceride mixture as an organic phase. The resulting colloids were obtained with a controlled size distribution and displayed a positive surface charge. Assemblies with various macromolecules were investigated as a first step toward new nano-carriers for bioactive molecules. Chondroitin sulfate formed polyelectrolyte complexes with the positively charged surface of the nanogels, leading to negative chitosan-based colloidal hydrogels with preservation of the original average size of the dispersion. The mode of assembly of HIV-1 p24 protein with these colloids relied on multiple interactions between the protein and the hydrogels, irrespective of their surface charges. Anyhow, the amounts of loaded protein remained limited, suggesting a surface association. The assembly of an immunoglobulin (IgG) was markedly different from p24. No association was detected with the positive colloidal hydrogels whereas a very high loading capacity could be obtained with the negative ones. So, this work reports that fully biodegradable submicrometric physical hydrogels could be obtained from naturally occurring polymers. These gels could cargo a variety of biomolecules making them versatile carriers with many potential applications in Life Sciences.