The donor-acceptor conjugated polymers (CPs) of terthiophene-thieno[3,4-c]pyrrole-4,6-dione (3T-TPD) are widely used to fabricate low-cost flexible electronics. We present a comprehensive study of the side chain effect on the optical properties, electrochemical properties, thermal properties, and self-assembly behavior of 3T-TPD CPs, including side chain location (outward vs inward), type (tetraethylene glycol (TEG) vs dodecyl), and length (octyl vs hexyl vs butyl). For the side chain location effect, the polymers with outward side chains show better coplanarity of backbone than the polymers with inward side chains, leading to form lamellae structure. However, interestingly, the inward series polymers exhibit novel hexagonal structure. Through replacing dodecyl chains with TEG chains and changing the side chain length, ultrahigh ordered lamellae and hexagonal structure can be obtained. Furthermore, two models are purposed to explain the formation mechanism of lamellae and hexagonal structure. This study can provide a strategy to design the CPs with highly ordered nanostructures.