We extended self-consistent field theory to explore self-assembly behavior of linear multiblock copolymers consisting of alternative rod and coil blocks. Such rod-coil multiblock copolymers are found to be capable of self-assembling into hierarchical smectic microstructures. For the copolymers with long rod end block, lamellae-in-lamellar structures containing two smectic C phases at small and large length scales were observed. It was found that the hierarchical smectic structures exhibit not only double periodicities in overall structure but also double orientational orders of rod blocks. Additionally, these hierarchical smectic structures can be tailed by tuning the relative length of the coil blocks. For the copolymers with long coil end block, the multiblock copolymers can self-assemble into hierarchical lamellar structures with smectic phases only at the small length scale. The findings gained through the present study may offer valuable information for understanding the self-assembly behavior of complicated rod-coil copolymers and designing polymeric materials with advanced properties.