Densities and molar excess volumes of the solutions of pyridine or nicotine in liquid polyethylene glycol, PEG200 and PEG400, have been determined at several temperatures. The experimental molar excess volumes are negative, thus indicating strong attractive interactions between the components, as could be expected considering their highly polar nature and good hydrogen bond abilities. For the pyridine systems, this negativity is slightly increased as the temperature rises, while the opposite tendency is observed for the nicotine mixtures. When pyridine and nicotine solutions are compared, the former—particularly those with PEG400—exhibit substantially more negative molar excess volumes than the latter. The effect of the polymer chain length on the results for the nicotine solutions is almost negligible. However, this is not the case when pyridine is one of the components: a longer chain induced considerably higher compression on mixing. The Fourier-transform infrared analysis allowed interpretation of the negative experimental molar excess volumes in terms of specific inter- and intramolecular interactions.