In this work, we provide a detailed description of the tri-lamellar nanoscale morphology of a triple crystalline PEO-b-PCL-b-PLLA triblock terpolymer obtained by Hot-Stage Atomic Force microscopy (AFM) imaging and Wide Angle X-ray scattering (WAXS) analysis for the first time. The precursor PCL-b-PLLA diblock copolymer has also been included in the study for comparison purposes. A two-step crystallization protocol has been applied to create a distinct lamellar morphology. Both WAXS and AFM revealed the double crystalline nature of the diblock copolymer. However, the identification of multiple crystalline phases in the triblock terpolymer by AFM and WAXS at room temperature is not straightforward. The advantages of hot-stage AFM allowed following the evolution of the lamellar morphology and the successive melting of the tricrystalline PEO-b-PCL-b-PLLA sample during heating. Taking into account the melting temperature of each crystalline block, the existing lamellar populations were clearly identified. At 45 °C, the thinnest lamellae disappeared, due to the melting of PEO crystals. The medium size lamellae disappeared at 60 °C when PCL crystals melt. At that temperature, the only remaining crystals are those of the PLLA block. AFM mechanical modulus images and the analysis of the cross-sectional heights provide further evidence of the lamellar self-assembly of the triblock terpolymer. It was found that two lamellar arrangements are possible at room temperature; either a perfect interdigitation where PCL and PEO lamellae are sandwhiched between PLLA lamellae (i.e., PLLA/PEO/PCL/PLLA), or only one PEO or PCL lamella in between two PLLA lamellar crystals distributed randomly (i.e., PLLA/PEO/PLLA or PLLA/PCL/PLLA). Hot-Stage AFM is a valuable technique to elucidate the complex morphological features of multi-crystalline systems.