In these years, synthesis and self-assembly of nanoparticles with various sizes, geometries and compositions have aroused great interest due to their scientific significance and potential applications. The nanoparticles with asymmetric structures are able to self-assemble into hierarchical structures for constructing functional materials. To investigate the self-assembly behaviors of the nano-sized asymmetric polymer particles, synthesis and self-assembly of twin single-chain nanoparticles (TSCNPs), a type of covalently bonded SCNPs, are reported in this research. A block copolymer with pendant anthracene groups and bromines on two blocks were synthesized by two-step reversible addition-fragmentation chain transfer polymerization. After two-step intramolecular cross-linking reactions, anthracene photodimerization and atom transfer radical coupling, TSCNPs were prepared. The amphiphilic TSCNPs possess surfactant properties. Upon addition of the TSCNPs, the surface tension of water is reduced. In aqueous solution, the TSCNPs self-assemble into vesicles with the hydrophobic particles in the inner walls and the hydrophilic particles on the surfaces.