In this work we report on the synthesis and self-assembly of a thermo-sensitive block copolymer system of n-octadecyl-poly(ethylene glycol)-block-poly(N-isopropylacrylamide), abbreviated as C18-PEGn-b-PNIPAAMm. We present a facile synthetic strategy for obtaining highly tunable thermo-responsive block copolymers starting from commercial PEG-based surfactants (Brij®) or a C18 precursor and conjugating with PNIPAAM via an Atom Transfer Radical Polymerization (ATRP) protocol. The self-assembly and detailed nanostructure were thoroughly investigated in aqueous solutions using both small-angle X-ray and neutron scattering (SAXS/SANS) combined with turbidity measurements. The results show that the system forms rather well defined classical micellar structures at room temperature that first undergo a collapse, followed by inter-micellar aggregation upon increasing the temperature. For the pure C18-PNIPAAM system, however, rather ill-defined micelles were formed, demonstrating the important role of PEG in regulating the nanostructure and the stability. It is found that the PEG content can be used as a convenient parameter to regulate the thermoresponse, i.e., the onset of collapse and aggregation. A detailed theoretical modeling analysis of the SAXS/SANS data shows that the system forms typical core-shell micellar structures. Interestingly, no evidence of back folding, where PEG allows PNIPAAM to form part of the C18 core, can be found upon crossing the lower critical solution temperature (LCST). This might be attributed to the entropic penalty of folding a polymer chain and/or enthalpic incompatibility between the blocks. The results show that by appropriately varying the balance between the hydrophobic and hydrophilic content, i.e. the amphiphilicity, tunable thermoresponsive micellar structures can be effectively designed. By means of SAXS/SANS we are able to follow the response on the nanoscale. These results thus give considerable insight into thermo-responsive micellar systems and provide guidelines as to how these systems can be tailor-made and designed. This is expected to be of considerable interest for potential applications such as in nanomedicine where an accurate and tunable thermoresponse is required.