In this paper, the self-assembly of PS 43-b-PEO 45-b-PS 43 triblcok copolymer was investigated. The colloids were made by firstly dissolving the copolymer in the common solvents, including THF, 1,4-dioxane, and DMF, then droping water into the corresponding copolymer solution to induce the self-assembly. The aggregates prepared were characterized with TEM and AFM techniques. The experimental results demonstrated that the self-assembled vesicles were formed when THF and 1,4-dioxane were used as the common solvents to dissolve the copolymer, comparatively, using DMF as the common solvent resulted in the formation of spherical aggregates. The self-assembled aggregates observed, possessing hierarchical structures, could be used as either the nanostructures themselves for drug delivery systems, separations, catalysts, and so on, or templates or building blocks for more complex structures.