Surface-enhanced Raman scattering (SERS) has been a useful sensing technique, in which inelastic light scattering can be significantly enhanced by absorbing molecules onto rough metal surfaces or nanoparticles. Although many methods have been developed to prepare SERS substrates, it is still highly desirable and challenging to design SERS substrates, especially with highly ordered and controlled three-dimensional (3D) structures. In this work, we develop novel SERS substrates with regular volcano-shaped polymer structures using the versatile solvent on-film annealing method. Polystyrene (PS) nanospheres are first synthesized by surfactant-free emulsion polymerization and assembled on poly(methyl methacrylate) (PMMA) films. After annealing in acetic acid vapors, PMMA chains are selectively swollen and wet the surfaces of the PS nanospheres. By selectively removing the PS nanospheres using cyclohexane, volcano-shaped PMMA films can be obtained. Compared with flat PMMA films with water contact angles of ∼74°, volcano-shaped PMMA films exhibit higher water contact angles of ∼110° due to the sharp features and rough surfaces. The volcano-shaped PMMA films are then coated with gold nanoparticles (AuNPs) as SERS substrates. Using rhodamine 6G as the probe molecules, the SERS results show that the Raman signals of the volcano-shaped PMMA/AuNP hybrid substrates are much higher than those of the pristine PMMA films and PMMA films with AuNPs. For the volcano-shaped PMMA/AuNP hybrid substrates using 400 nm PS nanospheres, a high enhancement factor (EF) value of ∼1.12 × 105 with a detection limit of 10-8 M is obtained in a short integration time of 1 s. A linear calibration line with an R2 value of 0.918 is also established, demonstrating the ability to determine the concentrations of the analytes. This work offers significant insight into developing novel SERS substrates, which is crucial for improving the detection limits of analytes.