A novel and facile bottom-up strategy for preparing core-shell nanofibers with selectively localized carbon nanotubes is developed using hierarchical composite micelles of crystalline-coil copolymer and carbon nanotubes as the building blocks. An amphiphilic di-block copolymer of poly (p-dioxanone) (PPDO) and PEG (polyethylene glycol) functionalized with pyrene moieties at the chain ends of PPDO blocks (Py-PPDO-b-PEG) is designed for constructing composite micelles with multiwalled carbon nanotubes (MWCNTs). The self-assembly of Py-PPDO-b-PEG and MWCNTs is co-induced by the crystallization of PPDO blocks and the π–π stacking interactions between pyrene moieties and MWCNTs, resulting in composite micelles with “shish kebab”-like nanostructure. A mixture of composite micelles and polyvinyl alcohol (PVA) water solution is then used as the spinning solution for preparing electrospun nanofibers. The morphologies of the nanofibers with different composition are investigated by SEM and TEM. The results suggest that the MWCNTs selectively localized in the core of the nanofibers of MWCNTs/Py-PPDO-b-PEG/PVA. The alignment and interfusion of composite micelles during the formation of nanofibers may confine the carbon nanotubes in the hydrophobic core region. In contrast, the copolymer without pyrene moieties cannot form composite micelles, thus these nanofibers show selective localization of MWCNTs in the PVA shell region.