The self-assembly of block copolymers attracts wide interest due to many potential applications of the polymeric aggregates. Great effort has been made to realize the convenient fabrication of abundant polymeric materials with well-defined nanostructures. This review introduces the development of the in situ preparation of block copolymer aggregates by heterogeneous polymerization. Great emphasis is put on discussing the formation mechanism of aggregates with different morphologies. Some important factors that influence the morphologies are illustrated when different polymerization methods are employed. By demonstrating some recent advances and existing problems in this area, more attention and effort should be paid to this field to facilitate its further progress.