Involving supramolecular chemistry in self-assembling block copolymer systems enables design of macromolecular architectures that are challenging to obtain through conventional all-covalent routes. In this work we present supramolecular double-comb triblock terpolymers in which both outer blocks are able to interact with a surfactant via hydrogen bonding and thereby form a comb-shaped architecture upon complexation. While the neat triblock terpolymer only formed a triple lamellar morphology, multiple hierarchical structures were observed in these supramolecular comb-coil-comb triblock terpolymers by simply adjusting the surfactant concentration. Structures included spheres on tetragonally packed cylinders-in-lamellae and spheres on double parallel lamellae-in-lamellae, as evidenced by electron microscopy and X-ray scattering. Incorporation of a middle coil block thus allowed an even higher macromolecular complexity than the previously reported double-comb diblock copolymers.