The nanoscale hierarchical design that draws inspiration from nature's biomaterials allows the enhancement of material performance and enables multifarious applications. Self-assembly of block copolymers represents one of these artificial techniques that provide an elegant bottom-up strategy for the synthesis of soft colloidal hierarchies. Fast-growing polymerization-induced self-assembly (PISA) renders a one-step process for the polymer synthesis and self-assembly at high concentrations. Nevertheless, it is exceedingly challenging for the fabrication of hierarchical colloids aqueous PISA, simply because most monomers produce kinetically trapped spheres except for a few PISA-suitable monomers. We demonstrate here a sequential one-pot synthesis of hierarchically self-assembled polymer colloids with diverse morphologies aqueous PISA that overcomes the limitation. Complex formation of water-immiscible monomers with cyclodextrin "host-guest" inclusion, followed by sequential aqueous polymerization, provides a linear triblock terpolymer that can self-assemble into hierarchical nanostructures. To access polymer colloids with different morphologies, three types of linear triblock terpolymers were synthesized through this methodology, which allows the preparation of AX-type colloidal molecules (CMs), core-shell-corona micelles, and raspberry-like nanoparticles. Furthermore, the phase separations between polymer blocks in nanostructures were revealed by transmission electron microscopy and atomic force microscopy-infrared spectroscopy. The proposed mechanism explained how the interfacial tensions and glass transition temperatures of the core-forming blocks affect the morphologies. Overall, this study provides a scalable method of the production of CMs and other hierarchical structures. It can be applied to different block copolymer formulations to enrich the complexity of morphology and enable diverse functions of nano-objects.