P o l y( me t h y l m et h a c r y l a t e ) -b -poly-(methacryloyl polyhedral oligomeric silsesquioxane) (PMMA-b-PMAPOSS) block copolymers of various compositions were prepared through anionic living polymerization. We employed differential scanning calorimetry, Fourier transform infrared spectroscopy, small-angle X-ray scattering, transmission electron microscopy, and wide-angle X-ray diffraction to investigate the miscibility, specific interactions, and hierarchical self-assembly of PMMA-b-PMAPOSS block copolymers blended with a phenolic resin. We found that the added phenolic resin interacted preferentially with the PMMA blocks through hydrogen bonding between the OH groups of the former and the CO groups of the PMAPOSS. In other words, the OH groups of the phenolic resin did not interact with the CO groups of the PMAPOSS blocks, resulting in their immiscibility. Accordingly, this phenolic/PMMA-b-PMAPOSS blend behaved as a blend of homopolymer C and immiscible A-b-B diblock copolymer, where C is immiscible with B but interacts favorably with A; therefore, it displayed an order−order phase transition with increased phenolic resin content. Hierarchical self-assembly led to the formation of hexagonally packed cylindrical or lamellar nanostructures through microphase separation of the diblock copolymer segment, with POSS aggregates packing into a hexagonal lattice oriented perpendicular to the direction of the nanostructures.