Block copolymer nanocomposites with precise organization of nanorods are promising candidates for construction of orientation-dependent materials. Realizing position- and orientation-controllable coassembly of nanorods in the nanocomposites is thermodynamically challenging due to their slow ordering kinetics and existence of long-lived defects. Regulating the kinetic pathways of a coassembly process offers a convenient alternative to approach the equilibrium configurations of nanostructured composites. Herein, we extend the computational hybrid particle/field method to probe into the coassembly behaviors of block copolymer/nanorod mixtures in the presence of zone annealing. It is found that through regulating coassembly pathways by zone annealing, the nanocomposites have the capability to coassemble into periodically defect-free nanostructures with controllable orientation of nanorods, originating from the epitaxial characteristics of zone-annealed nanocomposites. Meantime, the preferred orientation of nanorods is finely tuned by thermodynamic variables, e.g., incompatibility, aspect ratio, and concentration of nanorods. Furthermore, the minimum free-energy pathways of orientation transition obtained from the string method are used to understand the pathway selection of orientation-controllable nanorods within a nanostructured matrix. In addition, it is revealed that the end-to-end aligned nanorods along the tensile direction are able to enhance the mechanical strength of nanostructured composites. The multiscale modeling study gives insights into how to regulate coassembly pathways to access the targeted nanostructures of nanocomposites with superior mechanical properties through designing manufacture-friendly continuous processing.