Novel magnetic nano-composites are obtained by the self-assembly in water of polypeptide-based di-block copolymers polybutadiene-b-poly(glutamic acid) combined with hydrophobically modified gamma-Fe2O3 nanoparticles. These hybrid supramolecular objects are either filled micelles (3-d) or hollow vesicles with a magnetic membrane (2-d), deformation of which under an applied magnetic field has been evidenced. These nanoparticles are also able to respond to stimuli such as pH and ionic strength due to the presence of the polypeptide block, thus forming what we called multi-responsive nanocapsules. These superparamagnetic hybrid self-assemblies offer attractive potentialities in biomedicine and biotechnology due to their dimensions (0.1-0.5 mu m) small enough to stay for some time in the blood circulation. and due to the properties brought about by the iron oxide nanoparticles: possible manipulation by an external magnetic field gradient, local heating by a radio-frequency field for cancer radio-therapy, labeling of organs to enhance the contrast in Magnetic Resonance Imaging.