We present with experiments and computer simulations that colloidal molecules with tunable geometry can be generated through 3D confined assembly of diblock copolymers. This unique self-assembly can be attributed to the slight solvent selectivity, nearly neutral confined interface, deformable soft confinement space, and strong confinement degree. We show that the symmetric geometry of the colloidal molecules originates from the free energy minimization. Moreover, these colloidal molecules with soft nature and directional interaction can further self-assemble into hierarchical superstructures without any modification. We anticipate that these new findings are helpful to extend the scope of our knowledge for the diblock copolymer self-assembly, and the colloidal molecules with new composition and performance will bring new opportunities to this emerging field.