Complex phase structures of AB/CD diblock copolymer blends were investigated. Two pairs of poly(isoprene-block-2-vinylpyridine) (IP) and poly(styrene-block-4-hydroxystyrene) (SH) diblock copolymers with different molar ratios, 5:5 and 9:1, were used; they were coded IP-55, IP-91, SH-55, and SH-91, respectively. Two polymer species, that is, poly(2-vinylpyridine) and poly(4-hydroxystyrene), out of four components are miscible with each other via hydrogen bonding interactions in bulk as well as in solution. From morphological observation using TEM and SAXS, it was confirmed that IP/SH blends were self-assembled to form the complex three-phase microphase-separated structures. Namely, two kinds of hierarchical structures were observed, that is, one is a unique lamellar structure from a IP-55/SH-55 = 50/50 blend, where mixed one phases from P and H form alternating lamellae, whereas I and S phases are arranged alternatingly in every second lamellar phase. The other one from IP-91/SH-91 = 50/50 consists of another peculiar lamellar structure, where the P/H mixed phase forms isolated cylinders between lamellar S and I layers.