Synthesis of ingenious nanoassemblies is pursued in materials science. Herein, the in situ synthesis of the self-assembled blends of AB/BAB block copolymers of poly(ethylene glycol)-block-polystyrene/polystyrene-block-poly(ethylene glycol)-block-polystyrene (PEG-b-PS/PS-b-PEG-b-PS) via two-macro-RAFT agent comediated dispersion polymerization is reported. The synthesis strategy combines the advantages of polymer blending and polymerization induced self-assembly. Following this strategy, various nano assemblies of PEG-b-PS/PS-b-PEG-b-PS blends such as high-genus compartmentalized vesicles, multilayer and bicontinuous nanoassemblies, and porous nanospheres are prepared. The parameters, such as PEG-b-PS/PS-b-PEG-b-PS molar ratio, polymerization degree of the PS block, and fed monomer concentration, affecting morphology/structure of PEG-b-PS/PS-b-PEG-b-PS self-assembled blends are revealed. Computer simulations of self-assembly of the AB/BAB blends are performed, and nanoassemblies similar to those observed in our experiments are obtained, indicating that these morphologies are close to thermodynamical equilibrium. The formation mechanism of compartmentalized vesicles is investigated. The proposed strategy of two-macro-RAFT agent comediated dispersion polymerization is considered to be an efficient approach to construct self assembled blends of block copolymers.