The interactions between phospholipids and cholesterol have been extensively studied in the aqueous systems because of their vital functionalities in the cell membrane. In this study, instead of the self-assembly in water, we explored the microphase-separated structures of phospholipids in bulk and thin films in the absence of solvents and created a series of ordered nanostructures by incorporation of cholesterol into phospholipids. Three zwitterionic two-tailed phospholipids, that is, phosphatidylcholines (PCs), with different numbers of double bonds on the hydrocarbon tails were investigated, including egg PC, 1,2-dioleoyl- sn-glycero-3-phosphocholine (DOPC), and 1,2-dipalmitoyl- sn-glycero-3-phosphocholine (DPPC). We find that the nanostructures are highly dependent on the conformation of the tails on the PCs, which can be tailored by the number of double bonds on tails and the molar ratio of cholesterol to PC. By changing the molar ratio, egg PC with one double bond organizes into rich microdomains, including lamellae, spheres, and cylinders, whereas DOPC with two double bonds form spheres and cylinders and DPPC with no double bond forms lamellae only. The sizes of the microdomains are less than 3 nm, smaller than those of typical block copolymers. The biomolecule-based nanopatterns developed in this work provide a platform toward future applications of nanotechnology and biotechnology.