Small molecular weight polyethylene glycol (PEG 350 g/mol) based polymer electrolyte membranes (PEMs) with continuous lithium ion transport channels are prepared via the fusion of the self-assembled micelles of amphiphilic copolymer. The self-assembled micelles consisted of nonpolar polycyclooctene (PCOE) core and polar PEG shell are formed via dialyzing the dichloromethane solution of amphiphilic polycyclooctene-graft-polyethylene glycol (PCOE-g-PEG) copolymer with ethanol, which is a good solvent for PEG and nonsolvent for PCOE. The resulted electrolyte membrane with bicontinuous morphology is obtained by casting the self-assembled micelle solution in a stainless steel plate and heating at 80 degrees C for 24 h after mixing with a certain amount of lithium perchlorate (LiClO4). When the content of PEG is 20 wt%, the ion conductivity of the self-assembled PEM can exceed 10-4S/cm at 25 degrees C, which is 3 orders of magnitude higher than the counter PEM groups prepared via directly casting of the copolymer dichloromethane solution without self-assembled process. While the mechanical strength of the self-assembled PEMs is almost the same as those directly casting ones, in which only PCOE phase is continuous.