The amphiphilic heterograft copolymers bearing biocompatible/biodegradable grafts [poly(2-methyl-2-oxazoline-co-2-pentyl-2-oxazoline)-g-poly(d-l-lactic acid)/poly(2-ethyl-2-oxazoline)] were synthesized successfully by the combination of cationic ring-opening polymerization and click chemistry via the ⟨"grafting to"⟩ approach. The challenge of this synthesis was to graft together hydrophobic and hydrophilic chains on a hydrophilic platform based on PMeOx. The efficiency of grafting depends on the chemical nature of the grafts and of the length of the macromolecular chains. The self-assembly of these polymers in aqueous media was investigated by DLS, cryo-TEM, and SANS. The results demonstrated that different morphologies were obtained from nanospheres and vesicles to filaments depending on the hydrophilic weight ratio in the heterograft copolymer varying from 0.38 until 0.84. As poly(2-ethyl-2-oxazoline) is known to be thermoresponsive, the influence of temperature rise on the nanoassembly stability was studied in water and in a physiological medium. SANS and DLS measurements during a temperature ramp allowed to show that nanoassemblies start to self-assemble in "raspberry like" primary structures at 50 °C, and these structures grow and get denser as the temperature is increased further. These amphiphilic heterograft copolymers may include hydrophobic drugs and should find important applications for biomedical applications which require stealth properties.