In this highlight, we discuss the self-assembly of block copolymer (BCP) nanoparticles. We first review the state-of-art of hierarchical structural features of BCP nanoparticles due to 3D geometric confinement, both theory and experiments. Simultaneously, we highlight the applications based on these structural features: the generation of multifunctional hybrid nanoparticles, the fabrication of mesoporous BCP nanoparticles, and applications of using BCP nanoparticles as nanocontainers or nanocargos. Finally, we discuss the challenge in the fabrication and potential applications of nanostructured BCP nanoparticles.