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A study of the structure and morphology of diblock copolymers composed of crystallizable blocks of polyethylene (PE) and syndiotactic polypropylene (sPP) having different lengths is reported. In both analyzed samples, the PE block crystallizes first by cooling from the melt (at 130 °C) and the sPP block crystallizes after at a lower temperature. Small angle X-ray scattering (SAXS) recorded during cooling showed three correlation peaks at values of the scattering vector, q1 = 0.12 nm−1, q2 = 0.24 nm−1 and q3 = 0.4 nm−1, indicating development of a lamellar morphology, where lamellar domains of PE and sPP alternate, each domain containing stacks of crystalline lamellae of PE or sPP sandwiched by their own amorphous phase of PE or sPP. At temperatures higher than 120 °C, when only PE crystals are formed, the morphology is defined by the formation of stacks of PE lamellae (17 nm thick) alternating with amorphous layers and with a long period of nearly 52 nm. At lower temperatures, when crystals of sPP are also well-formed, the morphology is more complex. A model of the morphology at room temperature is proposed based on the correlation distances determined from the self-correlation functions extracted from the SAXS data. Lamellar domains of PE (41.5 nm thick) and sPP (8.2 nm thick) alternate, each domain containing stacks of crystalline lamellae sandwiched by their own amorphous phase, forming a global morphology having a total lamellar periodicity of 49.7 nm, characterized by alternating amorphous and crystalline layers, where the crystalline layers are alternatively made of stacks of PE lamellae (22 nm thick) and thinner sPP lamellae (only 3.5 nm thick).