We have found that the free-radical polymerization of N-isopropylacrylamide (NIPAM) in water initiated by potassium persulfate at temperatures well above the phase transition temperature leads to the formation of gel nanospheres instead of linear chains even in the absence of added cross-linker. These particles, with radii of several hundred nanometers, resemble normal NIPAM microgels in every aspect except that they are characterized by lower solid contents and larger swelling ratios than N,N'-methylene bis(acrylamide) cross-linked microgels synthesized under similar conditions. Without added cross-linker, the formation of gel nanospheres is attributed to self-cross-linking by chain transfer reaction during and after polymerization.