Colloidal particles with site-specific directional interactions, so called "patchy particles", are promising candidates for bottomup assembly routes towards complex structures with rationally designed properties. Here we present an experimental realization of patchy colloidal particles based on material independent depletion interaction and surface roughness. Curved, smooth patches on rough colloids are shown to be exclusively attractive due to their different overlap volumes. We discuss in detail the case of colloids with one patch that serves as a model for molecular surfactants both with respect to their geometry and their interactions. These one-patch particles assemble into clusters that resemble surfactant micelles with the smooth and attractive sides of the colloids located at the interior. We term these clusters "colloidal micelles". Direct Monte Carlo simulations starting from a homogeneous state give rise to cluster size distributions that are in good agreement with those found in experiments. Important differences with surfactant micelles originate from the colloidal character of our model system and are investigated by simulations and addressed theoretically. Our new "patchy" model system opens up the possibility for self-assembly studies into finite-sized superstructures as well as crystals with as of yet inaccessible structures.anisotropic colloids | depletion interactions | Monte-Carlo simulations N ature has mastered the self-assembly of simple basic subunits into complex, functional structures with outstanding precision. Examples include biological membranes and viruses, which exhibit excellent control over the assembled structures with respect to their functionalities, shapes or sizes. However, the interactions between the building blocks, in the case of viruses, the protein subunits, are often complex and it remains challenging to identify the key elements for guiding and controlling the selfassembling process. By mimicking such self-assembly processes on a colloidal scale, insights into the paramount elements that control the assembly can be obtained in situ and applied to build up superstructures with new and desirable properties.Colloidal particles with site-specific directional interactions, so called "patchy particles", are promising candidates for bottom-up assembly routes towards such complex structures with rationally designed properties (1-3). The size and geometry of the patches together with the shape of the interparticle potential are expected to determine the formed structures and phases, which may range from empty liquids (4) and crystals (5-7) to finite-sized clusters (1, 2, 8-11), and lead to novel collective behavior (12).Recent experimental approaches to assemble colloidal particles at specific sites include hydrophobic-hydrophilic interactions (6,7,(13)(14)(15), and lock-and-key recognition mechanisms (16). With a wide variability of colloidal shapes available today, the ultimate challenge is to identify general methods to render specific areas of the colloids attractive or ...