Blends of polystyrene/poly(methyl methacrylate) (PS/PMMA) (30/70) prepared by simple melt mixing form a droplet (PS) in-matrix (PMMA) morphology. It is found that addition of a carefully designed copolymer PS-b-P(S-ran-MMA) (SSM) compatibilizer could convert the morphology into a co-continuous system. Indeed, the continuity of the dispersed PS phase increased with an increase in PS-b-P(S-ran-MMA) content, and a fully co-continuous morphology (continuity = 100%) was obtained at 20% SSM fraction with a characteristic size of 100 nm.