Dexamethasone (DEX) is a synthetic analogue of cortisol commonly used for the treatment of different pathological conditions, comprising cancer, ocular disorders, and COVID-19 infection. Its clinical use is hampered by the low solubility and severe side effects due to its systemic administration. The capability of peptide-based nanosystems, like hydrogels (HGs) and nanogels (NGs), to serve as vehicles for the passive targeting of active pharmaceutical ingredients and the selective internalization into leukemic cells has here been demonstrated. Peptide based HGs loaded with DEX were formulated via the “solvent-switch” method, using Fmoc-FF homopeptide as building block. Due to the tight interaction of the drug with the peptidic matrix, a significant stiffening of the gel (G′ = 67.9 kPa) was observed. The corresponding injectable NGs, obtained from the sub-micronization of the HG, in the presence of two stabilizing agents (SPAN®60 and TWEEN®60, 48/52 w/w), were found to be stable up to 90 days, with a mean diameter of 105 nm. NGs do not exhibit hemolytic effects on human serum, moreover they are selectively internalized by RS4;11 leukemic cells over healthy PBMCs, paving the way for the generation of new diagnostic strategies targeting onco-hematological diseases.