We report a simulated annealing study of the morphology of asymmetric diblock copolymer thin films confined between two homogeneous and identical surfaces. We have focused on copolymers that form a gyroidal morphology in the bulk. The morphological dependence of the confined films on the film thickness and the surface-polymer interaction has been systematically investigated. From the simulations it is found that much richer morphologies can form for the gyroid-forming asymmetric diblock copolymer thin films, in contrast to the lamella-forming symmetric and cylinder-forming asymmetric diblock copolymer films. Multiple morphological transitions induced by changing the film thickness and polymer-surface interactions are observed.