Squalene-based nucleolipids, including anticancer or antiviral prodrugs, gave rise to nanoparticles displaying a diversity of structures upon nanoprecipitation in water. Synchrotron small-angle X-ray scattering and cryo-TEM imaging revealed that both the nature of the nucleoside and the position of the squalene moiety relative to the nucleobase determined the self-assembly of the corresponding bioconjugates. It was found that small chemical differences resulted in major differences in the self-organization of nucleolipids when squalene was grafted onto the nucleobase whereas only lamellar phases were observed when squalene was linked to the sugar moiety. The key role of hydrogen bonds between nucleobases in the formation of the lamellar phases was suggested, in agreement with molecular simulations. These findings provide a way to fine tune the supramolecular organization of squalene-based prodrugs, with the aim of improving their pharmacological activity.