Recently, a melt-penetrating process in which the first melt suffered from only one direction penetrating action was achieved by our home-made multi-melt multi-injection molding (MMMIM). In this work, a high-density polyethylene (HDPE) melt was penetrated by a high-speed second HDPE melt via an MMMIM instrument. It was found that hierarchically oriented crystalline structures were generated in the melt-penetrating sample along the thickness, investigated by SEM, synchrotron 2D-WAXD and 2D-SAXS; however, only isotropic spherulites were formed in non-melt-penetrating samples. 2D-WAXD/2D-SAXS results demonstrated that in the melt-penetrating sample, the degree of orientation in the subskin layer was larger than that in other layers, and confirmed the existence of the shish–kebab structures.