Hierarchical self-assembly of supramolecular double-comb diblock copolymer complexes, based on a diblock copolymer in which both blocks can participate in the hydrogen bonding with short amphiphiles, is discussed. A symmetric poly(4-vinylpyridine)-b-poly-(N,N-dimethylacrylamide) (P4VP-b-PDMA) diblock copolymer was synthesized via reversible addition-fragmentation chain transfer (RAFT) polymerization. Supramolecular double-comb complexes were prepared by hydrogen bonding of 3-pentadecylphenol (PDP) to both blocks, as confirmed by infrared spectroscopy. The self-assembled structures were studied using small-angle X-ray scattering (SAXS), wide-angle X-ray scattering, and transmission electron microscopy (TEM). Self-assembly of the supramolecular complex containing a stoichiometric amount of PDP resulted in a lamellar-in-lamellar structure in which the large length scale is formed by the phase separation between the supramolecular blocks of the supramolecular complex. Both domains contain a smaller lamellar morphology of a different short length scale periodicity, orientated perpendicular with respect to the large length scale lamellar structure. Because of the difference in periodicity, the two short length scales can be distinguished clearly in SAXS and TEM.