Utilizing precise recognition of DNA and thermal responsiveness of poly(propylene oxide), we prepared a supramolecular coil-rod-coil triblock copolymer, PPO-dsDNA-PPO, containing a rigid and charged double-stranded DNA segment in the middle and two thermal responsive PPO segments at the ends. The self-assembly process and structures of final assemblies of this copolymer in aqueous phase were studied by DLS, TEM, and cryo-TEM, which show that spherical assemblies with broad range of sizes were formed under different temperatures or triblock copolymer concentrations. Based on the experimental results, the mechanism of the self-assembly of spherical assemblies was further explained by molecular dynamic simulations.