The design of efficient nucleic acid complexes is key to progress in genetic research and therapies based on RNA interference. For optimal transport within tissue and across extracellular barriers, nucleic acid carriers need to be small and stable. In this Article, we prepare and characterize mono-nucleic acid lipid particles (mono-NALPs). The particles consist of single short double-stranded oligonucleotides or single siRNA molecules each encapsulated within a closed shell of a cationic-zwitterionic lipid bilayer, furnished with an outer polyethylene glycol (PEG) shield. The particles self-assemble by solvent exchange from a solution containing nucleic acid mixed with the four lipid components DOTAP, DOPE, DOPC, and DSPE-PEG(2000). Using fluorescence correlation spectroscopy, we monitor the formation of mono-NALPs from short double-stranded oligonucleotides or siRNA and lipids into monodisperse particles of approximately 30 nm in diameter. Small angle neutron and X-ray scattering and transmission electron microscopy experiments substantiate a micelle-like core-shell structure of the particles. The PEGylated lipid shell protects the nucleic acid core against degradation by nucleases, sterically stabilizes the mono-NALPs against disassembly in collagen networks, and prevents nonspecific binding to cells. Hence, PEG-lipid shielded mono-NALPs are the smallest stable siRNA lipid system possible and may provide a structural design to be built upon for the development of novel nucleic acid delivery systems with enhanced biodistribution in vivo.