A novel and facile strategy, combining anisotropic micellization of amphiphilic crystalline-coil copolymer in water and re-assembly during single spinneret electrospinning, was developed for preparing nanofibers with very fine core-shell structure. Polyvinyl alcohol (PVA) and polyethylene glycol-block-poly(p-dioxanone) (PEG-b-PPDO) were used as the shell and the crystallizable core layer, respectively. The core-shell structure could be controllably produced by altering concentration of PEG-b-PPDO, and the chain length of the PPDO block. The morphology of the nanofibers was investigated by Transmission Electron Microscope (TEM) and Scanning Electron Microscope (SEM). X-ray rocking curve measurements were performed to investigate the degree of ordered alignment of the PPDO crystalline lamellae in the nano fiber. The results suggested that the morphology of nano particles in spinning solution plays very important role in determining the phase separation of nano fibers. The amphiphilic PEG-b-PPDO copolymer self assembled into star anise-nano aggregates in water solution induced by the crystallization of PPDO blocks. When incorporated with PVA, the interaction between PVA and PEG-b-PPDO caused a morphological transition of the nano aggregates from star anise to small flake. For flake-like particles, their flat surface is in favor of compact stacking of PPDO crystalline lamellae and interfusion of amorphous PPDO in the core of nano fibers, leading to a relatively ordered alignment of PPDO crystalline lamellae and well defined core-shell phase separation. However, for star anise-like nano aggregates, their multi-branched morphology may inevitably prohibit the compact interfusion of PPDO phase, resulting in a random micro-phase separation.