The use of nanotechnology in biotechnological applications has attracted tremendous attention from researchers. Currently many nanomaterials, such as soft nanoparticles, are under investigation and development for their use in biomedicine. Among soft nanoparticles, polymeric gels in the nanometre range, known as nanogel particles, have received considerable attention. Nanogel particles, which are formed by polymeric chains loosely cross-linked to form a three-dimensional network, swell by a thermodynamically good solvent but do not dissolve in it. Nanogels are composed of hydrophilic polymers capable of undergoing reversible volume-phase transitions in response to environmental stimuli. Among them, temperature-sensitive nanogels showing a volume phase transition temperature (VPTT) near physiological temperature have been investigated in detail. Nanogels based on biocompatible and temperature-sensitive polymers having a lower critical solution temperature (LCST) around 32 °C in aqueous solutions swell at low temperatures and collapse at high ones. This unique behavior makes these nanogels attractive for pharmaceutical, therapeutical, and biomedical applications. In this review, different synthesis strategies to produce this type of nanogels in dispersed media are revised. Special attention is paid to poly(N-vinylcaprolactam) (PVCL)-based nanogels due to their proven biocompatibility. On the other hand, an extensive review on the characteristics, preparation, and physicochemical properties of another type of soft nanoparticles, which are the bicelles, is presented. The different morphologies obtained depending on experimental conditions such as temperature, lipid concentration, and long- and short-chain phospholipids molar ratio are revised, emphasizing on an important property of bicelles: their alignment in the presence of a magnetic field, and presenting the most important applications of bicelles as membrane models in diverse conformational studies of proteins and membrane peptides, together with the possibilities of administration of such vesicles by systemic routes. A key challenge for the characterization of both soft nanoparticles (nanogels and bicelles) involves the elucidation of their colloidal properties. In this work, some colloidal features of these nanoparticles such as their size, electric double layer or the internal structure and motions of their chains are analyzed. In addition, an overview on the previous and current understanding of the methods and techniques employed in this colloidal characterization is presented, mainly from an experimental point of view. Finally, the most recent results on polyelectrolyte gels and bicelles obtained from computer simulations are also briefly commented. Concerning polyelectrolyte gels, this review is mainly focused on the most important feature of these systems, their large capacity of swelling, which has been explored by simulation in the last decade.