From decades, all-trans-retinoic acid (ATRA) has been the first-choice treatment for several skin diseases, including epithelial skin cancer and acne, but its efficacy is strongly limited by its low water solubility and high instability. Different ATRA formulations are commercially available, but their prolonged use leads to loss of effectiveness and causes cutaneous side effects like redness and peeling of the skin. In this work, we studied the capability of D-α-tocopheryl polyethylene glycol succinate (TPGS), a water-soluble derivative of vitamin E able to self-assemble in core-shell nano-aggregates, to encapsulate ATRA, with the aim of overcoming the issues associated with ATRA clinical use. Firstly, this study reports a solubility study based on the equilibrium method, which explored TPGS capability to interact with the host, then ATRA-loaded polymeric micelles (ATRA-TPGSs) were prepared by solvent casting method starting from different TPGS amounts in the preparative mixture. ATRA-TPGSs showed small sizes (11-20 nm), low polydispersity, quite neutral Z potential, and proved good encapsulation efficiency, also confirmed by the FTIR spectra handled by the principal component analysis chemometric tool. The loaded micelles were stable in solution during storage at 25 °C, without the tendency to flocculate or form sediments and proved suitability for freeze-drying. ATRA-TPGSs gel formulations were obtained using Carbopol® as gelling agent and showed a non-Newtonian plastic flow. Further analyses are ongoing to evaluate ATRA-TPGSs skin permeation, and their in vitro cytotoxic effects on melanoma cell lines.