Trehalose is widely assumed to be the most effective sugar for protein stabilization, but exactly how unique the structure is and the mechanism by which it works are still debated. Herein, we use a polyion complex micelle approach to control the position of trehalose relative to the surface of glucose oxidase within cross-linked and non-cross-linked single-enzyme nanoparticles (SENs). The distribution and density of trehalose molecules in the shell can be tuned by changing the structure of the underlying polymer, poly(N-[3-(dimethylamino)propyl] acrylamide (PDMAPA). SENs in which the trehalose is replaced with sucrose and acrylamide are prepared as well for comparison. Isothermal titration calorimetry, dynamic light scattering, and asymmetric flow field-flow fraction in combination with multiangle light scattering reveal that two to six polymers bind to the enzyme. Binding either trehalose or sucrose close to the enzyme surface has very little effect on the thermal stability of the enzyme. By contrast, encapsulation of the enzyme within a cross-linked polymer shell significantly enhances its thermal stability and increases the unfolding temperature from 70.3 °C to 84.8 °C. Further improvements (up to 92.8 °C) can be seen when trehalose is built into this shell. Our data indicate that the structural confinement of the enzyme is a far more important driver in its thermal stability than the location of any sugar.