The inability to synthesize hierarchical structures with independently tailored nanoscale and mesoscale features limits the discovery of next-generation multifunctional materials. We present a programmable molecular self-assembly strategy to craft nanostructured materials with a variety of phase-in-phase hierarchical morphologies. The compositionally anisotropic building blocks employed in the assembly process are formed by multi-component graft block copolymers (GBCPs) containing sequence-defined side chains. The judicious design of various structural parameters in the GBCPs enables broadly tunable compositions, morphologies, and lattice parameters across the nanoscale and mesoscale in the assembled structures. Our strategy introduces new design principles for the efficient creation of complex hierarchical structures and provides a facile synthetic platform to access nanomaterials with multiple precisely integrated functionalities.