A series of β-cyclodextrin (βCD) amphiphilic derivatives with varying degrees of substitution were prepared by acylating βCDs on their secondary face using thermolysin to catalyze the transesterification. After dissolution in acetone, the βCD-Cn derivatives (n = 8, 10, 12, 14) were nanoprecipitated in water, where they self-organized into structured particles that were characterized using cryo-transmission electron microscopy (cryo-TEM) images and small-angle X-ray scattering (SAXS) data. Two types of morphologies and ultrastructures were observed depending on the total degree of substitution (TDS) of the parent derivative. The molecules with TDS < 5 formed nanospheres with a multilamellar organization, whereas those with TDS > 5 self-assembled into barrel-like (n = 8, 10, 12) or more tortuous (n = 14) particles with a columnar inverse hexagonal structure. In particular, faceted βCD-C14 particles (TDS = 7) appeared to be composed of several domains with different orientations that were separated by sharp interfaces. Ultrastructural models were proposed on the basis of cryo-TEM images and the analysis of the contrast distribution in different projections of the lattice. Complementary compression isotherm experiments carried out at the air-water interface also suggested that differences in the molecular conformation of the series of derivatives existed depending on whether TDS was lower or higher than 5.