The ability of star-shaped, block copolymer-based unimolecular micelles to encapsulate and transport guest molecules was studied. Analytical ultracentrifugation studies clearly showed that methyl-orange guest molecules could be encapsulated and transported, together with unimolecular micelles consisting of 5-arm, star-shaped block copolymers with a poly(ethylene glycol) core and a poly(g-caprolactone) Corona. Sedimentation-velocity and equilibrium measurements were performed to determine the sedimentation coefficients, molar masses, and diffusion coefficients of the loaded, unimolecular micelles. It was observed that the transport of guest molecules by unimolecular micelles was a function of the molecular weight of the star-shaped block copolymers and therefore also of their size.