Solvothermal vapor annealing at elevated temperature is applied to a thin film from a cylinder‐forming polystyrene‐block‐poly(dimethyl siloxane) (PS‐b‐PDMS) diblock copolymer. At this, the film is swollen in the vapor of n‐heptane (highly selective for PDMS). This vapor is stepwise replaced by the vapor of toluene (weakly selective for PS). The morphologies are investigated using in situ, real‐time grazing‐incidence small‐angle X‐ray scattering (GISAXS). The initial cylindrical morphology is transformed into, among others, the lamellar one. This novel type of experiments allows probing a trajectory in the state diagram of the PS‐b‐PDMS/n‐heptane/toluene mixture. To corroborate the morphologies, they are generated by molecular simulations, and the 2D GISAXS maps are calculated using the distorted‐wave Born approximation. To relate the morphologies to the solvent distribution in the two types of nanodomains, the latter is estimated from the intensities of the Bragg reflections in the 2D GISAXS maps along with the swelling ratio of the film. Comparison with the results from a similar experiment carried out at room temperature results in the same sequence of morphologies; however, at elevated temperature, more well‐ordered structures are obtained. This new approach proves to be efficient to achieve a block copolymer thin film having a desired morphology and orientation.