In this paper, we used combined self-consistent-field and hybrid particle-field theory to explore the self-assembly behavior of diblock copolymer-nanoparticle mixtures confined between two concentric circular walls. The simulation reveals that the structural frustration, the loss of conformational entropy of the copolymer, and the radii of the two concentric circles have great influence on the morphologies of the system. We also discuss the underlying mechanism of controlling the self-assembly of such a system in terms of enthalpic interaction between particles and copolymers, steric repulsive interactions between particles, and the conformational entropy of copolymers, and a representative phase diagram in terms of block ratio and the particle volume fraction is constructed. This study suggests a route to help experimentalists better create high-performance nanodevices.