Organic heterostructures (OHs) with multi‐segments exhibit special optoelectronic properties compared with monomeric structures. Nevertheless, the synthesis of multi‐block heterostructures remains challenging due to compatibility issues between segment parts, which restricts their application in optical waveguides and integrated optics. Herein, we demonstrate programmable in‐situ co‐assembly engineering, combining multi‐step spontaneous self‐assembly processes to promote the synthesis of multi‐block heterostructures with a rational arrangement of three or more segments. The rational design of segments enables exciton manipulation and ensures optical waveguides and proper output among the multi‐segment OHs. This work enables the controllable growth of segments within multi‐block OHs, providing a pathway to construct complex OHs for the rational development of future optical applications.