A series of unique heterofunctionalized asymmetric giant "bolaform-like" surfactants composed of a polystyrene (PS) chain end-capped with two distinctly functionalized polyhedral oligomeric silsesquioxane (POSS) cages [one with seven isobutyl groups (BPOSS) and the other with 14 hydroxyl groups (DPOSS)] were designed and synthesized, and their self-assembly behaviors were investigated. Combining the atomic transfer radical polymerization using a BPOSS-containing initiator and the sequential "click" approach, BPOSS-PSn-DPOSS samples with different PS molecular weights were obtained. Investigation on their self-assembly behaviors revealed that they could form a variety of different ordered structures, such as lamellae, double gyroids, hexagonally packed cylinders, and body-center-cubic spheres, with feature sizes around or below 10 nm. Functional groups on the POSS cages govern the interaction parameters of different POSS cages with the PS interconnect and thus their compatibility. Hydrophilic DPOSS cages are phase-separated from the PS domains, while BPOSS cages are favorably associated within the PS domains. However, in the lamellae phase where the geometry of confinement seems compatible with the close-packing of BPOSS, the BPOSS cages tend to crystallize due to the existence of the flat interfaces, leading to further phase separation of the BPOSS cages from the PS interconnects. These results provide insights into the design of novel self-assembling materials based on POSS polymer conjugates toward desired physical properties.