Polymer nanostructures self-assembled from solutions confined in cylindrical nanopores were investigated via Monte-Carlo simulations. The nanostructures, including some novel ones, were self-assembled under a wide range of conditions. It is shown that the interactions of the segments with the wall, reflecting the wetting/dewetting by the polymer segments of the wall, constitute a crucial factor in the nanostructure formation. When there are attractive interactions between the segments of it homopolymer or between one kind of segment of a copolymer and the wall, short nanorods, long nanorods, and long nanorods containing channels are generated, and the diameters of the nanostructures are close to the diameter of the cylindrical nanopores. When the above interactions are repulsive, nanospheres, short nanorods, nanocapsules, long nanorods, and nanocylindroids are formed, and generally, the diameter of the nanostructure is smaller than the diameter of the cylindrical nanopores because of the formation of a depletion layer near the wall of the cylindrical nanopores. Our results also indicate that nanostructures that occupy the entire height of the nanopores are more easily generated in nanopores with larger diameters. It should be noted that the nanostructures formed from solutions are usually irregular and cannot be characterized by a unique diameter.