Alkyne-functionalized polyhedral oligomeric silsesquioxane was successfully prepared using the commercially available propargylic acid precursor through DCC coupling, and it was further used to modify PEG-b-PCL via click chemistry, resulting in a successful synthesis of POSS grafted PEG-b-PCL block copolymer. The structures of the samples were comprehensively confirmed by FTIR, ¹H NMR, GPC and electrospray ionization mass spectrometry (ESI-MS). The thermal properties of the polymers were investigated via DSC. The copolymers with grafted POSS showed excellent thermal properties with an increase of approximately 100 °C in melting temperature compared with the neat PEG-b-PCL. Furthermore, the side group POSS with high crystallinity inducing ability acted as a physical crosslinking point and a thermal enhancement agent and effectively induced the ordered phase separation, giving rise to nanostructures with high parallelism and a smooth interface.