A diblock copolymer of crystalline polyethylene (PE) and amorphous poly(methyl methacrylate) (PMMA), PE69-b-PMMA92, was synthesized; this polymer is thermally stable up to 270 °C. The morphological structures of thermally annealed nanoscale thin films of the copolymer were investigated in detail at various temperatures by using in-situ grazing incidence X-ray scattering (GIXS) with a synchrotron radiation source. Quantitative GIXS analysis found that the PE and PMMA blocks undergo phase separation to produce a vertically oriented hexagonal PE cylinder structure in the PMMA matrix that is very stable up to around 100 °C (which is the onset temperature of PE crystal melting and PMMA glass transition); over the range 100–200 °C, slight variations with temperature in the cylinders’ dimensions and orientation were observed. Furthermore, the PE block chains of the cylinder phase crystallize and undergo crystal growth along the cylinders’ long axes; however, these lamellar crystals do not stack properly because ...