Formation of a cylindrical microphase-separated structure (similar to 20 nm periodicity) of a liquid crystalline block copolymer comprising poly(ethylene oxide) (PEO) and poly(methacrylate) (PMA) bearing azobenzene (Az) mesogens in the side chains was investigated by in situ atomic force microscopy (AFM). The amphiphilic liquid crystalline block copolymer, PEO-b-PMA(Az), forms normally oriented PEO cylinders over the entire film by thermal annealing of various substrates without any pretreatment. Grazing incidence small-angle X-ray scattering (GISAXS) analysis with the simple compensation method of X-ray refraction effect confirmed an order-order transition from a < 110 >-oriented bcc-sphere structure to normally oriented hex-cylinder structure, which is simultaneous liquid crystallization in a cooling process. The growth of cylindrical microphase separation grains in the liquid-crystallization-induced OOT was successfully visualized in the film surface by temperature-controlled AFM. The microphase-separated grains with hexagonally arranged cylinders grow primarily in hexagonal directions layer by layer in a region comprising bcc structures with an average growth rate of 1 nm/s. Moreover, formation of alignment defects of the microphase separation and collision of the grains to form grain boundaries were clearly observed. Furthermore, we succeeded in visualization of anisotropic formation of parallel oriented cylinders. A growth rate along the cylinders was 1-2 nm/s which was much higher than that along a perpendicular direction of the cylinders due to anisotropic growth of liquid crystallization. Such in situ AFM measurements are a significantly powerful tool to afford detailed visual information on structural changes during the formation process of the self-assembled nanostructures.