Self-assembly of amphiphilic molecules into micelles occurs on very short times scales of typically some milliseconds, and the structural evolution is therefore very challenging to observe experimentally. While rate constants of surfactant micelle kinetics have been accessed by spectroscopic techniques for decades, so far no experiments providing detailed information on the structural evolution of surfactant micelles during their formation process have been reported. In this work we show that by applying synchrotron small-angle X-ray scattering (SAXS) in combination with the stopped-flow mixing technique, the entire micelle formation process from single surfactants to equilibrium micelles can be followed in situ. Using a sugar-based surfactant system of dodecyl maltoside (DDM) in dimethylformamide (DMF), micelle formation can be induced simply by adding water, and this can be followed in situ by SAXS. Mixing of water and DMF is an exothermic process where the micelle formation process occurs under nonisothermal conditions with a temperature gradient relaxing from about 40 to 20 °C. A kinetic nucleation and growth mechanism model describing micelle formation by insertion/expulsion of single molecules under nonisothermal conditions was developed and shown to describe the data very well.