It is well known that amphiphilic block copolymers in selective solvents self-assemble into micellar structures, where solvophilic blocks tend to contact with solvents while solvophobic blocks are shielded from the solvents. Different from the conventional micellization in liquid systems, we report that the block copolymer, polystyrene-b-(4-vinylpyridine) (PS-b-P4VP), can self-assemble in melted deoxycholic acid (DCA) at high temperatures and the structures are retained in "solid state" after being cooled down to room temperature. Probing by transmission electron microscopy (TEM), we found that a series of self-assembled structures, including spherical micelles, wormlike micelles and vesicles can be obtained by varying the length of the block copolymers and the morphologies are dependent on the annealing temperature and time. We also demonstrate how to extract the structures that are trapped in solid state by removing DCA using appropriate solvents. The extracted vesicles, which are loaded with solid molecules, are potential for applications in nanocapsules and controlled release. (C) 2011 Elsevier Ltd. All rights reserved.