Herein we show that a new amphiphilic poly(vinyl alcohol)-b-poly(acrylonitrile) block copolymer dispersed in water can be easily loaded with gold nanoparticles by addition of chlorauric acid followed by reduction by sodium borohydride. After deposition of the so-loaded micelles onto a silicon wafer, followed by an appropriate thermal treatment, the poly(acrylonitrile) core of the micelles is carbonized, while the poly(vinyl alcohol) shell is completely decomposed and volatilized, leading to gold encapsulated in carbon nanoparticles. The morphology of the micelles is maintained during thermal treatment without requiring shell-cross-linking of the micelles prior to pyrolysis.