Complexes formed by a double-tail cationic surfactant, didodecyldimethyl ammonium bromide, and an anionic polyelectrolyte, an alternating copolymer of poly(styrene-alt-maleic acid) in its sodium salt form, were investigated with respect to variation in the charge ratio (x) between the polyelectrolyte negative charges and the surfactant positive charges. The morphology and microstructure of the complexes were studied by light microscopy and small-angle X-ray scattering for different preparation conditions. Independent of the sample preparation procedure and the charge ratio x, the X-ray results show that the microscopic structure of the complexes is a condensed lamellar phase. By contrast, the morphology of the complexes changes dramatically with the preparation procedure. The complexes formed by mixing a surfactant solution and a polyelectrolyte solution strongly depend on x and are always extremely heterogeneous in size and shape. Surprisingly, we show that, when the two solutions interdiffuse slowly, spherical complexes of micrometric and rather uniform size are systematically obtained, independently on the initial relative amount of surfactant and polyelectrolyte. The mechanism for the formation of these peculiar complexes is discussed.