Thermoplastic additives, known as migrating agents, can be added to nanoparticle loaded thermosetting resins to form self-assembled nanoparticle structures. Most notably, in fiber reinforced thermosetting composites, self-assembled nanoparticle rich fiber-matrix interphases can be formed. While the self-assembly mechanism remains unclear, depletion interaction correctly describes the types of self-assembled structures formed. Formulations containing modest concentrations of migrating agent form self-assembled fiber-matrix interphases without causing aggregation in the bulk. Slight overdoses of migrating agent can lead to the formation of nanoparticle aggregates in the bulk phase, which can ultimately reduce the mechanical properties of the composite. Even larger overdoses of migrating agent cause the formation of large and open nanoparticle aggregates, indicative of rapid aggregation. Depletion theory predicts that larger molecular weight migrating agents should induce greater attractive forces, thus reducing the concentrations required to form these self-assembled structures. In this study, the migrating agent molecular weight dependence on the self-assembly and aggregation phenomenon are investigated. As predicted by depletion theory, larger molecular weights led to the formation of self-assembled interphases and aggregates at lower concentrations.