The geometric characteristics of the co-continuous morphology of immiscible polymer blends are the interface with a small radius of curvature and the interconnections of the phases. Herein, we report an immiscible polymer blend in which the elongated interface with a small radius of curvature is arrested by the in situ formed interfacial stereocomplex crystals (i.e., i-SC) under dynamic shear during melt blending. The simultaneous compatibilization and stereocomplexation at the interface during melt blending lead to not only the decreased interfacial tension but also the "rigid" interface with a high storage modulus in the melt processing conditions. Such "rigid" interfaces with a small radius of curvature bridge the neighboring molten phases and impede form relaxation of the elongated phases, and thus, the co-continuous microstructure was achieved. The co-continuous morphology is stable in the melt at the temperature below the melting temperature of the SC crystals. The results pave a new avenue to design the interface and provide a new perspective in understanding morphology development of immiscible polymer blends during the process.