By measurement of the small-angle and wide-angle X-ray scatterings and infrared and Raman spectra and thermal data, microphase separation phenomena have been investigated for a series of polyethylene-poly(ethylene oxide) diblock copolymer (PE-b-PEO) in both the heating and cooling processes and compared with the structural changes occurring inside the PE and PEO domains. The complicated morphological changes between lamella, perforated lamella, gyroid, cylinder, and sphere phases were detected for the copolymer with relatively short PE segments. The orthorhombic crystalline structure of PE was kept unchanged in the lamella-to-gyroid transition. When the PE orthorhombic phase transformed to the pseudohexagonal or rotator phase, the gyroid morphology changed to the cylinder. On the other hand, the diblock copolymer with relatively long PE segment was found to show only the lamellar morphology, in which the order-disorder structural transition between the orthorhombic and pseudohexagonal phases occurred in the PE crystal region. As a possibility, the large difference in morphological change between the copolymers with short and long PE segments has been ascribed to the difference in thermal mobility of PE segments, which is controlled by the conformation of chains and their packing mode, i.e., an extended chain or a folded chain. The extended chains may move thermally and actively along the interfacial boundary in addition to the librational motion around the chain axis, resulting in a variety of morphological changes, whereas the thermal motion of the folded chains may be suppressed because of the geometrical constraint and does not cause such a large-scale morphological change from the lamellar structure. This concept, a thermal activity and geometrical constraint, is considered to be quite important in the interpretation of complicated morphological changes observed for many crystalline-amorphous and crystalline-crystalline diblock copolymers when viewed from the molecular level.