The sterilization of nanoparticles for biomedical applications is one of the challenges that must be faced in the development of nanoparticulate systems. Usually, autoclave sterilization cannot be applied because of stability concerns when polymeric nanoparticles are involved. This paper describes an innovative method which allows to obtain, using a single step autoclave procedure, the preparation and, at the same time, the sterilization of self-assembling nanohydrogels (NHs) obtained with cholesterol-derivatized gellan and hyaluronic acid. Moreover, by using this approach, NHs, while formed in the autoclave, can be easily loaded with drugs. The obtained NHs dispersion can be lyophilized in the presence of a cryoprotectant, leading to the original NHs after re-dispersion in water.