The nanostructure of thermally annealed thin films of poly(3-hexylthiophene) (P3HT) and [6,6]-phenyl-C61-butyric acid methyl ester (PCBM) blends on hydrophobic and hydrophilic substrates was studied to unravel the relationship between the substrate properties and the phase structure of polymer blends in confined geometry. Indeed, the nature of the employed substrates was found to affect the extent of phase separation, the PCBM aggregation state and the texture of the whole system. In particular, annealing below the melting temperature of the polymer yielded the formation of PCBM nanometric crystallites on the hydrophobic substrates, while mostly amorphous microscopic aggregates were formed on the hydrophilic ones. Moreover, while an enhanced in-plane orientation of P3HT lamellae was promoted on hydrophobic substrates, a markedly tilted geometry was produced on the hydrophilic ones. The observed effects were interpreted in terms of a simple model connecting the interface free energy for the blend films to the different polymer chain mobility and diffusion velocity of PCBM molecules on the different substrates.