We have developed a new strategy for constructing highly ordered hierarchical structures by combining individual self-organizing components over multiple length scales. The specifically designed block copolymer formed organized structures on three-different length scales by combining of a liquid crystalline phase, a phase-separated nanodomain structure and microporous structure, ranging from angstroms to micrometers. The materials prepared by this strategy and modified by further fabrication are expected to have a wide range of applications in molecular optical or electronic devices, photonic band-gap materials, and sensors.