We report an experimental result of the thermally induced morphological transition from lamellar to gyroid phase in a binary blend of polystyrene-block-polyisoprene (SI) diblock copolymers. Two SI copolymers employed in this study have almost the same molecular weights but different volume fractions of polystyrene (PS) block (phi(PS)=0.26 and 0.65). The blend was prepared by these two SI diblock copolymers and the overall volume fraction of PS block in the blend, <(phi(PS))over bar>, was 0.58. Time-resolved small-angle x-ray scattering (SAXS) experiments were conducted to reveal morphological structures as a function of temperature from 120 to 205 degrees C during the heating with a rate of 2 degrees C/min. It was observed from SAXS results that the lamellar phase (L) was found below 164 degrees C, the gyroid phase (G) above 188 degrees C, and the coexistence of L and G phases between these temperatures. The gyroid phase was confirmed by transmission electron micrograph. The transition from L to G phase is different from a thermally induced transition of kinetically locked morphology formed by the vitrification of the PS matrix, because it was also found by a separate SAXS experiment for the specimen annealed for long times in which the lamellar phase was stable up to 140 degrees C, which is well above the glass transition temperature of the PS block. A temperature sweep of SAXS experiment with a smaller heating rate was a useful method to roughly estimate the transition temperature. Moreover, it was found from this experiment that the position of the first-order peak does not change remarkably upon the transition. Although the thermoreversibility of the transition between L and G phases has not yet been confirmed, it does not necessarily mean that the lamellar morphology is not stable at lower temperatures.