This study describes a new simple method to obtain high loading of anticancer or antiviral nucleoside analogues into “stealth” poly(ethylene glycol) (PEG)-coated nanoassemblies. These nanodevices are obtained by co-nanoprecipitation in water of (i) squalenoyl prodrugs obtained by the bioconjugation of the natural lipid squalene with either the anticancer drug gemcitabine (Gem-Sq) or the antiviral drug deoxycytidine (ddC-Sq) with (ii) a PEG derivative of either cholesterol (Chol-PEG) or squalene (Sq-PEG). It was found that both PEG derivatives (Chol-PEG or Sq-PEG) were efficiently incorporated in the resulting composite nanoassemblies (CNAs), as shown by radioactivity studies, Zeta potential determination, and size measurements. Optimal compositions were defined for each PEG derivative to ensure the best stability in water and in buffer solutions. X-ray diffraction and electron microscopy investigations revealed that depending on the structure of the squalenoyl nucleoside analogue used (Gem-Sq or ddC-Sq), these nanoassemblies might be toroids or cubosomes. Following PEGylation, the Gem-Sq nanoassemblies displayed superior in vitro anticancer activity on gemcitabine-resistant leukemia L1210 10K cells than either their non-PEGylated counterparts or gemcitabine alone.