The capability of amphiphilic branched copolymers based on N-vinylpyrrolidone to immobilize molecules of a water-soluble dye, Methyl Blue, by the host-guest complexation mechanism with the formation of polymeric containers was studied. The influence of the structure of the branched copolymer, agitation time, and concentration of the initial aqueous solution of Methyl Blue on the amount of the immobilized dye was examined. The behavior of dye-containing amphiphilic branched copolymers modified with alkyl methacrylates with bulky substituents in polymerizing solvents (methyl methacrylate, styrene, ethylene glycol dimethacrylate) and in the corresponding polymers was analyzed.