Functional nanogels and hydrogels, based on self-assembly of associating polymers, were designed for novel drug delivery applications. In particular, hydrophobized polysaccharides such as cholesteryl-bearing pullulans form physically crosslinked nanogels by self-assembly. These nanogels trap hydrophobic molecules (antitumor drugs), proteins (enzymes, insulin, antigen protein), and nucleic acids (DNA plasmids), and therefore, can be used as polymeric nanocarriers in cancer chemotherapy, protein delivery, and artificial vaccines. Stimuli-responsive nanogels such as pH-responsive, thermo-responsive, and photoresponsive nanogels were also designed using a similar self-assembly method. Macrogels with welldefined nanostructures were obtained by self-assembly, utilizing these nanogels as building blocks. The self-assembly method based on associating polymers is an efficient and versatile technique for the preparation of functional nanogels and hydrogels.