The self-assembly of sequence-defined polymers (SDPs) enables the formation of a diverse array of nanostructures; however, the construction of complex hierarchical structures via thermal annealing from SDPs remains relatively unexplored. In this study, two series of oligourethanes, 2Cit-pBn-OH and 2Cit-mBn-OH, were synthesized to investigate their thermal annealing behaviors. Nanorod clusters were generated from 2Cit-pB6-OH in a mixture of 1,4-dioxane and toluene, whereas 2Cit-pB8-OH formed nanosheets after thermal annealing. Upon modifying the structure of the repeating units, 2Cit-mB6-OH self-assembled into ultrathin nanosheets, transitioning from nanospheres after thermal annealing in a mixture of isopropanol and cyclohexane, while "flower" micelles were produced from 2Cit-mB8-OH. Interestingly, when isopropanol was replaced with a mixture of isopropanol and tetrahydrofuran (THF), uniform nanotubes were generated by 2Cit-mB6-OH under the same thermal annealing conditions. Additionally, a discrete amphiphile (2Cit-mB4-(S)DPEG) was synthesized, leading to the formation of uniform nanosheets in aqueous solution after thermal annealing. This work highlights the significant effects of sequence and repeating unit structure of SDPs on their self-assembly behaviors and presents a novel strategy for the controlled fabrication of unique nanostructures from SDPs.