In this work, we report the preparation of complex nano-objects by means of a stepwise self-assembly of two polymer-polyoxometalate hybrids (PPHs) in solution. The PPHs are designed and synthesized by tethering two linear poly(e-caprolactone)s (PCL) of different molecular weights (MW) on a complex of a Wells-Dawson-type polyoxometalate (POM) cluster and its countraions. The higher MW PCL-POM self-assembled into nanosheets, while the lower MW PCL-POM assembled into nanotubes just by altering the ratio of water in the DMFwater mixed solvent system. The two nano-objects have a similar membrane structure in which a PCL layer is sandwiched by the two POM-based complex layers. The PCL layer in the nanosheets is semicrystalline, while the PCL layer in the nanotubes is amorphous. We further exploited this MW-dependence to self-assemble the nanotubes on the nanosheet edges to create complex tube-graft-sheet nano-objects. We found that the nanotubes nucleate on the four {110} faces of the PCL crystal and then further grow along the crystallographic b-axis of the PCL crystal. Our findings offer hope for the further development of nano-objects with increasing complexity.