Spherical micellar aggregates have been obtained in chloroform by mixing poly(styrene)-block-poly(4-vinylpyridine) (PS-b-P4VP) diblock copolymers with perfluorinated surfactants (FS) bearing a carboxylic acid head. These micellar aggregates are resulting from the self-assembly of the insoluble P4VP/fluorinated complexes into a core surrounded by the soluble PS coronal chains. Their characteristic features have been studied as a function of various parameters including the composition of the PS-b-P4VP copolymer, the tail length of the fluorinated surfactant, the 4VP/FS molar ratio, the number of carboxylic acid group (1 or 2) on the surfactant, the presence of the PS block and of the fluorine atoms on the surfactant. Dilution of these initial micellar aggregates triggers a morphological reorganization resulting in the formation of more stable vesicles. The extent of this morphological transition is related to the solubility of the P4VP/fluorinated complexes during the dilution process. This transition is complete for short P4VP/FS complexes, incomplete for long P4VP/FS complexes, and not observed whenever an alpha,omega-difunctional FS is used in P4VP/FS complexes, leading to a cross-linked core. Finally, the spheres-to-vesicles transition has been advantageously used in order to encapsulate molecules, as demonstrated by confocal fluorescence microscopy.