The properties of macromolecules in presence of an interface could be considerably modified due to confinement effects. When phase separations are performed in nanoconfined domains, the concurrent presence of high‐energy interfaces and conformational entropy constraints of the macromolecules causes profound differences in polymer aggregation behavior. Here, thermodynamics of a polymer chain in solution, confined by a three‐dimensional cubic interface, is studied by means of Monte Carlo method, focusing on the chain conformational entropy penalty arising from the excluded volume effects. The presented method might become a general tool for a preliminary evaluation of the thermodynamic effects due to the confinement of a polymer system. Further, the interface effects on Thermally Induced Phase Separation (TIPS) of polymer solutions, confined by High‐Pressure Homogenization, are experimentally studied, regarding final morphologies. It is confirmed how peculiar polymer morphologies are obtained only when the TIPS develops under nanoconfinement degrees above a threshold one. © 2017 American Institute of Chemical Engineers AIChE J, 64: 416–426, 2018