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A new class of amphiphilic peptidolipidyl-cyclodextrins is reported. The derivatives are chiral due to the presence of an L-leucine in the spacer arm that links a saccharide moiety and a grafted, saturated hydrocarbon chain. Self-assembly properties of the peptidolipidyl-cyclodextrins are characterized by quasi-elastic light scattering, turbidity and UV-visible absorption measurements. NMR experiments give insight into the intermolecular dipolar interactions as a function of temperature and concentration. N-dodecyl-N alpha-(6 I-amidosuccinyl-6 1-deoxy-cyclomaltoheptaose)-L-leucine (1) is poorly soluble in aqueous media. N-dodecyl-N(alpha)-(6 I-amidosuccinyl-6 I-deoxy-2 I,3 I-di-O-methyl-hexakis-(2 II-VII,3 II-VII,6 II-VII-tri-O-methyl)-cyclomaltoheptaose)-L-leucine (2) is found to be more soluble and self-assembles into stable supramolecular colloidal aggregates with nanometric dimensions above a critical aggregation concentration (CAC). It has a propensity for solubilization of hydrophobic species revealing a micellar-like behavior, which is compared to that of the non-ionic detergent octyl glucoside. On the contrary, compound 1 precipitates in a crystalline phase beyond its water solubility limit, and it does not display any solubilizing capacity. The observed behavior corroborates at the molecular level with the NMR results.