A series of amphiphilic photo-responsive heterografted copolymers have been successfully synthesized. The random copolymers were composed of a methacrylate backbone, with various compositions of hydrophilic oligomeric 2-methyl-2-oxazoline side chains (OMOx) and hydrophobic long alkyl chains terminated by a coumarin moiety (Cm). Using dynamic (DLS) and static light scattering (SLS), and transmission electron microscopy (TEM), their self-assembling behavior was studied in water using the nanoprecipitation method. Depending on the system, one, two or three particle size distributions co-exist in solution. However, DLS measurements showed that monomodal and slightly polydisperse self-assemblies were obtained with the more hydrophobic copolymers (i.e., 85% of hydrophobic monomers with a long alkyl chain terminated by a coumarin moiety (MCm) per molecule) with hydrodynamic diameters ranging from ca. 130 to 300 nm. Morphological information on these self-assembly structures was obtained using SLS: a Gaussian behavior has thus been evidenced. Finally, these heterografted copolymers were illuminated using UV light at λ = 350 nm inducing photo-crosslinking of the coumarin units. The influence of UV illumination on the thus-formed nanoparticles was investigated by carrying out complementarily DLS-measurements and UV spectroscopy.