This paper reports on the development of ternary percolated cocontinuous systems in PVDF/PS/HDPE blends in which PVDF and HDPE form two continuous networks, while the PS forms a continuous sheath structure at the PVDF/HDPE Interface. By controlling the relative amounts of PVDF, PS and HDPE, it can be seen that in this triple percolated system, a PS volume composition as low as 20% results in a very high level of continuity of about 96% for PS phase. Continuity data based on gravimetric solvent extraction clearly demonstrate that the PS volume fraction required for its percolation and continuity development in PVDF/PS/HDPE ternary blends is only 10 %, lower than 54% of PVDF/PS and 62% of HDPE/PS binary blends. Additionally, the evolution of PS phase continuity is further studied by changing the component ratio of HDPE and PS with PVDF phase concentration holds a constant value of 44 % volume fraction. High resolution scanning electron microscope as well as optical microscope is used to clearly illustrate and identify the evolution of PS phase morphology. The results indicates that with PS phase concentration increase, the evolution of PS phase morphology in ternary blends experiences several distinguished stages: when PS concentration is less than 5 vol%, PS phase locates at PVDF and HDPE interface as dispersed droplets; when PS concentration increases to 7 vol%, PS phase forms incomplete interface between PVDF and HDPE; when PS concentration reaches 10 vol%, most of the PS has clearly and spontaneously structured itself at the HDPE/PMMA interface forming a perfect triphase segregation structure, finally the thickness of PS layer increases with PS concentration exceeds 10 vol%. Keywords: Ternary polymer blends; Phase morphology; Tri-continuous structure; Percolation