Electrospun fibers with hierarchical structures have attracted a great deal of attention because they have distinct properties, such as large specific surface areas and high surface area‐to‐volume ratios, and can be applied to various fields. Here, a simple and versatile method is demonstrated to prepare electrospun fibers with hierarchical structures by directly electrospinning poly(methyl methacrylate) (PMMA) solutions on porous anodic aluminum oxide (AAO) templates. Hierarchical PMMA structures with micro‐ and nanometer scales can be generated. The two length scales of the hierarchical structures can be independently controlled; the first length scale is controlled by the electrospinning conditions, and the second length scale is controlled by the pore sizes of the AAO templates. By adding water in the polymer solutions, the evaporation of the solvents and the whipping instability of the solution jets can be manipulated. Consequently, spiral and hierarchical structures can be obtained. This study opens a promising avenue in fabricating electrospun polymer fibers with hierarchical structures, which should have great potential in a variety of applications, such as filtration, diagnosis, and tissue regeneration.