Curcumin is a natural substance extracted from Curcuma longa Linn with beneficial pharmaceutical properties such as anticancer activity against several cellular lines. However, it presents poor bioavailability due to its low solubility in aqueous media and chemical instability. In this research, curcumin was encapsulated in polymer micelles obtained by the self-assembly of a biodegradable poly (ethylene glycol)-block-poly(ɛ-caprolactone) copolymer conjugated with cholesterol or oleic acid. A hydroxyl-terminated poly (ethylene glycol)-block-poly(ɛ-caprolactone) was reacted with cholesteryl chloroformate or oleyl chloride to obtain conjugated copolymers. The resulting polymeric materials were characterised through proton nuclear magnetic resonance, gel permeation chromatography and differential scanning calorimetry, and their critical aggregation concentration was measured through fluorescence spectroscopy. Poly (ethylene glycol)-block-poly(ɛ-caprolactone) conjugated with cholesterol and oleic acid posed an improved capacity of encapsulating curcumin, resulting in the loading capacities of 8.8% and 15.2%, respectively. Cell viability studies confirmed that curcumin loaded in polymer micelles maintained its anticancer activity against MCF-7 human breast cancer cells but presented low cytotoxicity against mouse fibroblasts. Hence, these formulations have good potential for applications in drug delivery systems for breast cancer treatment.