Summary: The synthesis of PEDOT nanoparticles and vesicles by dispersion polymerization in a methanol/water mixture (3/2, v/v) is reported, using either ammonium persulfate or iron(III) p‐toluenesulfonate as oxidants and α‐EDOT‐PEO as a reactive stabilizer. The influence of the oxidant as well as the α‐EDOT‐PEO molar mass and concentration on the core‐shell particle morphology and conductivity properties have been investigated. PEDOT particles with conductivities up to 1.5 × 10−2 S · cm−1 have been obtained in high yield.