The association of cetylpyridinium chloride (CPC) micelles in the presence of octaacetated tetraphenyleneoxymethylcalix[4]resorcinarene (CR) leads to the formation of unusual spherical supramolecular nanoparticles (SNPs). Within the range of CR/CPC molar ratios from 10/1 to 1/10 (except for 1/8), CR, acting as a counterion, decreases the critical micelle concentration of CPC by one order of magnitude and leads to the formation of SNPs with an average hydrodynamic radius of 164 nm and an average zeta potential of -60 mV. The formation of SNPs was studied by NMR FT-PGSE and 2D NOESY, DLS, TEM, fluorimetry, and UV-Vis methods. The stability of SNPs at different temperatures and pH values and in the presence of electrolytes was investigated. The specificity of the interactions of the SNPs with substrates that were preferentially bound by a macrocycle or CPC micelle was studied. The enhancement of cation dye binding in the presence of SNPs is shown. The presented supramolecular system may serve as a nanocapsule for water-soluble and water-insoluble compounds.