Poly(methyl methacrylate)-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 C=O groups of the PMAPOSS. In other words, the OH groups of the phenolic resin did not interact with the C=O 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 orderorder 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.