In both natural and synthetic systems, the segregation of multicomponent entities is vital for regulating functions and the ultimate usage of materials. To accomplish the desired properties via nanosegregation or microphase separation, great effort is usually demanded in the synthesis. For example, microphase-separated block copolymers rely on the delicate controlled/living polymerization of different monomers in sequence. Here, we demonstrate that a facile one-pot copolymerization can generate statistical side-chain copolymers exhibiting well-defined and diverse nanostructures. Two hemiphasmidic (or wedge-shaped) cyclooctene monomers were designed, differing in the peripheral tails of the wedges (dodecyl vs. tetraethylene glycol), with lengths of ca. 1 nm. When combining the two monomers together, the statistical copolymers can show columnar liquid crystal (LC) phase and microphase-separated structures of the two monomers, including sphere, cylinder, double gyroid, and lamella. To the best of our knowledge, this is the first time the gyroid phase has been achieved in statistical copolymers. We further demonstrate that changing the side chains to calamitic (or rod-like) mesogens or the backbone to less flexible polynorbornene, the statistical copolymers can also undergo microphase separation of the side chains. The intrinsic self-assembly scheme of statistical copolymers with mesogenic side chains, which are chemically accurate, affords the resultant nanostructures with precise periodicities at the 10- or sub-10-nm scale. Given the small chemical difference between the side-chain tails, microphase separation is promoted by the anisotropic packing of mesogens. It is validated that the statistical side-chain LC copolymers can be a versatile platform for creating nanostructured materials with tailored functionalities.