Hierarchical assemblies of dissimilar block copolymers (BCPs) can reveal interesting perspectives on material properties and device performance by providing multiple functionalities. Up to now, hierarchical assemblies of BCPs have been mostly prepared by stepwise assembling methods, in which the first type of BCP nanodomains is used as predefined patterns to guide the second-level assembly of another BCP. On the other hand, single-step blending methods suffer from a dilemma in the creation of hierarchical patterns because blending dissimilar BCPs typically induces either macrophase separation of component BCPs or chain-level hybridization into a single morphology. The present study is designed to overcome this apparent dilemma in polymer blends by exploiting a solvent annealing method. In particular, hierarchically assembled spheres-in-lamellae structures from a solvent-annealed blended film of binary polystyrene-block-poly(2-vinylpyrdine) and polystyrene-block-poly(4-vinyl pyridine) micelles are prepared. The focus of the current study is to understand the different effects of solvent vapor on the component BCPs and the molecular mechanism for the one-step assembling process. By addressing this issue, the parallelism in the phase behavior of BCP micelles and inorganic nanoparticles is highlighted, the underlying physical processes of which could be suggested as a one-step assembly principle for hierarchical superstructures beyond the previously reported multistep methods.