Hydrophobic processes are of pivotal importance in biological self-assembly. Hydrophobic effect is, in fact, the overriding force determining the aggregation of amphiphiles (lipids and surfactants) and the ‘folding’ of proteins. It has been recognized how a new insight into the nature of the hydrophobic effect can be gained by a careful analysis of the thermodynamics of aqueous micelle formation in a broad temperature range if the entropic and enthalpic contribution to the free energy of the micellization are separed. The processes involved (release of structured water and “like to like” interactions) are the same responsible for the ‘folding’ of globular proteins. Because the free energy of the micellization process is nearly independent on temperature, the behaviour of surfactant solutions is a further example of enthalpy-entropy compensation. In general, thermodynamic quantities of surfactant solutions undergo changes upon micellization. These quantities have been mainly obtained by means of indirect methods, i.e. by measuring the variation of the critical micelle concentration (c.m.c.) as a function of temperature and pressure. More reliable thermodynamic parameters can be obtained by measuring by means of direct methods the properties of the solutions as a function of surfactant concentration. The models most widely used in order to extract micellization parameters from the trends of thermodynamic quantities, are here discussed. Some examples from the results obtained in our laboratory about solutions of cationic surfactants will be briefly presented.