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Amphiphilic functional polycaprolactone (PCL) diblock copolymers are excellent candidates for micellar drug delivery. The functional groups on the backbone significantly affect the properties of PCL. A systematic investigation of the effect of aromatic substituents on the self-assembly of γ-functionalized PCLs and the delivery of doxorubicin (DOX) is presented in this work. Three thermoresponsive amphiphilic diblock copolymers with poly(γ-benzyloxy-ε-caprolactone) (PBnCL), poly(γ-phenyl- ε-caprolactone) (PPhCL), poly(γ-(4-ethoxyphenyl)-ε-caprolactone) (PEtOPhCL), respectively, as hydrophobic block and γ-tri(ethylene glycol) functionalized PCL (PME3CL) as hydrophilic block were prepared through ring-opening polymerization (ROP). The thermoresponsivity, thermodynamic stability, micelle size, morphology, DOX-loading, and release profile were determined. The LCST values of amphiphilic diblock copolymers PME3CL-b-PBnCL, PME3CL-b-PPhCL, and PME3CL-b-PEtOPhCL are 74.2°C, 43.3°C, and 37.3°C, respectively. All three copolymers formed spherical micelles in phosphate-buffered saline (PBS, 1×, pH = 7.4) at low concentrations ranging from 8.7 × 10−4 g/L to 8.9 × 10−4 g/L. PME3CL-b-PBnCL micelles showed the highest DOX loading capacity of 3.01 ± 0.18 (wt%) and the lowest drug release, while PME3CL-b-PEtOPhCL micelles exhibited the lowest DOX loading capacity of 1.95 ± 0.05 (wt%) and the highest drug release. Cytotoxicity and cellular uptake of all three micelles were assessed in vitro using MDA-MB-231 breast cancer cells. All three empty micelles did not show significant toxicity to the cells at concentrations high up to 0.5 mg/mL. All three DOX-loaded micelles were uptaken into the cells, and DOX was internalized into the nucleus of the cells.