The self-assembly of nanocrystals using a bottom-up approach is advantageous because it is possible to control their direct structure at a nanometre length scale and their collective optical and electronic properties. Here, we present the novel fabrication and aqueous self-assembly of amphiphilic nanocrystallo-polymers. Hydrophobic nanocrystals are used as the hydrophobic component of amphiphiles, and they can drive the hydrophobic interaction-mediated direct self-assembly to create various nanostructures, such as spherical aggregates, core–shell unimolecular micelles, and cylinders. The nanocrystals can be uniformly arranged in the core of the nanostructures. We further show that the amphiphilic nanocrystallo-polymers have dynamic self-assembling and surface-active properties.