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Functional hierarchy is prevalent in biological systems owing to natural evolution. Efforts to replicate these structures in artificial materials have gained traction in materials science. Although artificial hierarchical structures are fabricated at different scales based on site‐specific interactions using ABC‐type block copolymers (BCPs), the fabrication of such hierarchical structures using AB‐type BCPs via a simple and efficient method remains challenging. Herein, a class of amphiphilic BCPs (PDenm‐b‐PACholn) is reported comprising dendronized oligoethylene glycol (Den) and cholesterol (AChol) as hydrophilic and hydrophobic moieties, respectively. By employing the collapse of PDenm blocks at a specific temperature, the fabrication of bundled fibers and multilayer vesicles is achieved with an obvious hierarchy. Different from common reversible aggregation–disaggregation processes of thermal‐responsive polymers, the ordering of the core‐forming block with liquid crystalline (LC) properties provides robustly physical cross‐linking, coupled with epitaxial growth and the lateral fusion of LC blocks, guiding the formation of stable hierarchical micellar structures. It is highlighted that the combination of temperature‐sensitive properties and LC ordering alignment offers a novel approach for constructing hierarchical structures using AB‐type BCPs via an efficient one‐step assembly method. [ABSTRACT FROM AUTHOR]