The geometrical confinement directly affects many crucial properties of polymer thin films by interfacial interactions. A key to understanding the role of these interfacial interactions is to specifically probe the confined interface at the molecular level and in situ. However, the direct and nondestructive detection of interfacial polymer structures under confinement is very difficult. In this study, specific interface-sensitive sum frequency generation (SFG) spectroscopy was applied to study the deuterated PS (d8-PS) film confined between hydrogenated poly (methyl methacrylate) (PMMA) films at the molecular level and in situ. The results showed that the ordering/orientation of the PS chain (backbone and phenyl group) evolved at the buried d8-PS/PMMA interface during annealing. The tilt angle of the PS phenyl group increased while the twist angle decreased with elevated annealing temperature. Both overall SFG ssp and ppp intensities decreased after annealing at 433 K for 24 h, indicating that PS chains entangled with or penetrated the PMMA chains at the confined interface. This study qualitatively and quantitatively revealed the interfacial structure and structural evolution of the PS chain confined between PMMA films in situ during annealing, which is beneficial to the molecular-level understanding of the interfacial chain conformational relaxation of polymers under confinement.