We describe the preparation of hairy nanospheres by grafting of polystyrene macromonomer chains onto polyorganosiloxane microgels. Our strategy was to obtain special surface-modified colloidal particles, which can be blended with Linear polymer chains without depletion demixing found for standard colloid-polymer mixtures. For this purpose, the molecular weight of the polymer hairs and of the linear chains has been varied between 4000 and 19 000 g/mol. In all cases, the number of hairs per single particle with core radius about 10 nm exceeded 150. Studying the internal structure of mixtures of these hairy spheres with Linear polymer chains by transmission electron microscopy and small-angle X-ray scattering, we identified homogeneous systems, i.e., suppression of depletion demixing, in case the molecular weight of the polymer hairs on the particle surface is at least as large as the molecular weight of the single polymer chains. This result is interpreted in terms of a new depletion model, taking into account the surface roughness of colloidal spheres with a surface of polymer hairs, and the probability of single polymer chains to partially penetrate into this hairy particle surface.