In this paper, we relate the periodic nanostructures found in the colloidal complexes and the concentrated phases obtained with polyelectrolyte/surfactant aqueous solutions. We present small-angle X-ray scattering studies of the self-organisation of the anionic polymer carboxymethylcellulose with three cationic quaternary ammonium surfactants with different head and tail groups: hexadecyl trimethyl, hexadecyl ethyl dimethyl and didodecyl dimethyl ammonium bromides. We investigated the mesophases obtained above a precipitation threshold. The mixed solutions with the double-chained surfactant led to lamellar phases, in which the repeat distance only depends on the surfactant/carboxyl charge molar ratio. We show that an internal lamellar organisation already takes place in the dilute phase containing colloidal complexes found below the precipitation threshold.