Block copolymers (BCPs) are capable of self-assembling into periodic nanostructures, making them fascinating candidates in applications of nanotechnologies. When placed into a spatially confined environment, BCPs can self-assemble into novel morphologies deviated from bulk. And the phase behavior become more complex and sensitive to subtle changes of confining conditions. Therefore, in this paper we report a new method to investigate temperature-dependent phase behavior of BCPs under confinement by preparing nanolayer assemblies via layer-multiplying coextrusion technology. The transitions are characterized with in-situ small-angle X-ray scattering (SAXS), rheological measurements, and transmission electron microscopy (TEM). Our studies show that the transitions and stability of microdomains have a strong dependence on the confinement factors, including layer thickness and surface affinity, with shifts of transition temperatures.