Directed self-assembly of block copolymers (BCPs) is widely investigated for its potential application in surface patterning. The self-assembly kinetics of BCP based on modified layers is the key to realizing structural control for obtaining highly ordered lamellar grains. In this study, morphological evolution of PS-b-PMMA films during the thermal-induced self-assembly process was investigated via the in situ grazing-incidence small-angle X-ray scattering (GISAXS) technique. In the first heating stage, reorientation of lamellar grains occurred as the temperature increased above the glass transition temperature. Then, a fast increase in the lamellar repeat period L0 was observed, which is considered as a phase separation process. Whereas the size of the lamellar grain ξ was observed to have rapidly increased in the stage wherein the temperature was held at 230 °C, the L0 was almost constant. This result indicates that the formation of ordered structure in PS-b-PMMA films was mainly determined by two periods: phase separation of block molecules followed by growth of grains in the nanodomain. In addition, it was interesting that the better-order nanodomains were obtained with thermal annealing at a faster heating rate. These findings suggest that accomplishing ordered structure control in a large area could be realized via the design of a proper heating profile.