The blend board of poly(ethylene oxide) and poly(methyl methacrylate) was annealed with a temperature gradient between its top and bottom in the temperature range above the melting point or flowing temperature of the polymers. The cross section structure of the annealed board was observed by using polarizing microscopy and Fourier transform infrared spectroscopy. The cross section structure along the thickness of the board was first controled from normal phase separation of sea-island structure to gradient composite structure and further to the step structure with progress of annealing time of 0 min., 170 min. and 360 min. respectively, even when the temperature gradient was kept constant. Such a result suggests the possibility of a self-organizing molding technology to form and control the layer composite structure of a polymer blend.