Investigating the thickness dependence of ordered structure of thin films of electrically conducting conjugated polymers with nano-ordered morphologies is essential for optimizing their applications in advanced electrooptic devices. We demonstrate here that by spin-coating a small drop of a conjugated-coil diblock copolymer, a thickness gradient varying between tens of nanometers,to a few micrometers is formed at the drop rim. Compared to other widely used solution casting methods for the preparation of thickness gradients, the spin-coated drop technique produces film gradients with thickness in the interesting range for most applications in an extremely short preparation time. Using a submicrometer-sized X-ray beam and a scanning technique, spatial mappings of the gradient area are obtained with submicrometer grazing incidence small-angle X-ray scattering (sub-mu GISAXS) for the first time. Investigating the thickness gradient with sub-mu GISAXS has the advantage of saving the preparations and investigations of many samples each with a certain thickness under identical conditions. As a model system, we use the diblock copolymer polystyrene-block-poly(p-phenylene) with a thickness gradient ranging between 80 and 2280 nm. Detailed analysis of the scattering patterns at selected positions along the gradient identifies a regime of lateral order within a thickness range of 80-210 nm.