We have directly observed the <i>in situ</i> self-assembly kinetics of polyelectrolyte complex (PEC) micelles by synchrotron time-resolved small-angle X-ray scattering, equipped with a stopped-flow device that provides millisecond temporal resolution. This work has elucidated one general kinetic pathway for the process of PEC micelle formation, which provides useful physical insights for increasing our fundamental understanding of complexation and self-assembly dynamics driven by electrostatic interactions that occur on ultrafast timescales.