Selenium (Se) incorporated into organic frameworks has demonstrated anticancer activity against several cancer types. One of the drawbacks of most of these constructs is their poor solubility and bioavailability, which can be overcome with the use of suitable nanocarriers. We have synthesized a series of 5-substituted amide selenodiazoles, based on the parent structure of ebselen, an organoselenium drug with proven cytoprotective activity, and solubilized them in polymeric micelles of poloxamines, poly(ethylene oxide)-poly(propylene oxide) X-shaped tetrablock-copolymers. Scattering methods (SANS and DLS) were employed to characterize the micellar nanocarriers. MTT biological evaluation highlights the selectivity of the Se-compounds towards cancer cells, with MCF-7 standing as the most responsive line. The alkylation of the heterocycle with a 12-carbon hydrophobic tail displays the highest activity, showing a 100-fold increase with respect to ebselen. This compound also exhibits the greatest increase in solubility in poloxamine micelles, overall resulting in a one-fold increase in activity with respect to the non-formulated form, making it a hit compound for further optimization.