With the speedy progress in the research of nanomaterials, self-assembly technology has captured the high-profile interest of researchers because of its simplicity and ease of spontaneous formation of a stable ordered aggregation system. The self-assembly of block copolymers can be precisely regulated at the nanoscale to overcome the physical limits of conventional processing techniques. This bottom-up assembly strategy is simple, easy to control, and associated with high density and high order, which is of great significance for mass transportation through membrane materials. In this review, to investigate the regulation of block copolymer self-assembly structures, we systematically explored the factors that affect the self-assembly nanostructure. After discussing the formation of nanostructures of diverse block copolymers, this review highlights block copolymer-based mass transport membranes, which play the role of “energy enhancers” in concentration cells, fuel cells, and rechargeable batteries. We firmly believe that the introduction of block copolymers can facilitate the novel energy conversion to an entirely new plateau, and the research can inform a new generation of block copolymers for more promotion and improvement in new energy applications.