Herein, we aim to examine the order-order transition (OOT) of self-assembled block copolymer (BCP) under spatial confinement using double gyroid (DG) structured polystyrene-block-polydimethylsiloxane (PS-PDMS) thin film as an exemplary system for three-dimensional (3D) visualization of phase transitions. An interesting OOT from DG to hexagonally perforated lamellae (HPL) can be found after thermal annealing, and the morphological evolution and corresponding mechanism for the OOT was systematically investigated by 3D transmission electron microscopy (3D TEM). Our results revealed that the phase transition of DG nanostructure in thin film was different from that in bulk, which is attributed into the surficial/interfacial effects and the effect of confinement on BCP self-assembly. This work provides a feasible method to prepare DG-nanostructured thin film and presents a model system for the examination of morphological evolution from metastable to phase with higher thermodynamic stability in the thin-film state through the OOT.