It is well known that liquids confined to small nanoscopic pores and droplets exhibit thermal behavior very different from bulk samples. Less is known about liquids spontaneously confined through self-assembly into micellar structures. Here we demonstrate, using a very well-defined n-alkyl-poly(ethylene oxide) polymer system with a tunable structure, that n-alkane(s) forming 2-3 nm small micellar cores are affected considerably by confinement in the form of melting point depressions. Moreover, comparing the reduction in melting points, ΔT_{m}, determined through volumetric and calorimetric methods with the micellar core radius, R_{c}, obtained from small-angle x-ray scattering, we find excellent agreement with the well-known Gibbs-Thomson equation, ΔT_{m}∼R_{c}^{-1}. This demonstrates that the reduced size, i.e., the Laplace pressure, is the dominant parameter governing the melting point depression in micellar systems.