Recently, a melt penetrating process which allows one kind of polymer melt to penetrate another polymer melt has been achieved on our home-made multi-melt multi-injection molding (MMMIM) instrument. It is the first time that hierarchically crystalline morphologies induced by melt penetration of the melt with different interactions are reported. In this work, high density polyethylene (HDPE) melt was penetrated by a distinctly different polypropylene (PP) melt and also by the same HDPE melt for comparison. The crystalline morphologies were observed using SEM and PLM, and the lamellar structures were characterized using a synchrotron 2D-SAXS/WAXD. The results showed that β-form transcrystallization occurred along the interface of the PP penetrating sample, and only α-iPP spherulites were observed in the core layer. Interestingly, shish–kebabs with flat lamellae were found in the subskin layer of the PP penetrating sample, while spherulites and cylindrites consisting of a banded-structure were observed in the sample at the penetration of the HDPE melt.