We introduced the concept of comb–coil supramolecule into linear (AB)n-type multiblock copolymer and investigated the self-assembly behavior of the copolymers as a function of the unit number n. Linear (polystyrene-block-poly(2-vinylpyridine))n (denoted as (PS-b-P2VP)n, where n = 1, 2, 3) was complexed with a surfactant, dodecylbenzenesulfonic acid (DBSA), to yield the comb–coil multiblock copolymers, in which DBSA bound stoichiometrically with P2VP block via physical bonds. All three comb–coil block copolymers, including diblock (n = 1), tetrablock (n = 2), and hexablock (n = 3), self-organized to form cylinder-within-lamellae morphology at the lower temperature, where the cylindrical microdomains formed by the PS block embedded in the matrix composed of the lamellar mesophase organized by the P2VP(DBSA) comb block. The disordering of the smaller-scale lamellar mesophase formed by the comb block occurred upon heating; at the same time, the larger-scale cylindrical domains transformed to body-centered cubic-packed spheres in the diblock complex and to another hexagonally packed cylinder structure with smaller domain spacing in tetrablock and hexablock complexes, indicating that the order–disorder transition (ODT) of the smaller-scale structure drove an order–order transition (OOT) of the larger-scale structure irrespective of n. The transition temperatures were found to increase with increasing n due to the introduction of more interfacial area in the microphase-separated state of the multiblock with larger unit number.