The self‐assembly of a rod–coil amphiphilic block copolymer (ABCP) led to Im3‾ m and Pn3‾ m polymer cubosomes and p6mm polymer hexasomes. This is the first time that these structures are observed in a rod–coil system. By varying the hydrophobic chain length, the initial concentration of the polymer solution, or the solubility parameter of the mixed solvent, head–tail asymmetry is adjusted to control the formation of polymer cubosomes or hexasomes. The formation mechanism of the polymer cubosomes was also studied. This research opens up a new way for further study of the bicontinuous and inverse phases in different ABCP systems. Heads or tails? Im3‾ m and Pn3‾ m polymer cubosomes and p6mm polymer hexasomes are obtained through the self‐assembly of a rod–coil amphiphilic block copolymer in solution. Head–tail asymmetry was adjusted to control the formation of these structures, and the formation mechanism of polymer cubosomes was also studied. This research provides a new way for further study of the bicontinuous and inverse phases.