Conjugated block copolymers provide a pathway to achieve thermally stable nanostructured thin films for organic solar cells. We characterized the structural evolution of poly(3-hexylthiophene)-block-poly(diketopyrrolopyrrole-terthiophene) (P3HT-b-DPPT-T) from solution to nanostructured thin films. Aggregation of the DPPT-T block of P3HT-b-DPPT-T was found in solution by small-angle X-ray scattering with the P3HT block remaining well-solvated. The nanostructure in thin films was determined using a combination of wide and small-angle X-ray scattering techniques as a function of processing conditions. The structure in solution controlled the initial nanostructure in spin-cast thin films, allowing subsequent thermal annealing processes to further improve the ordering. In contrast to the results for thin films, nanostructural ordering was not observed in the bulk samples by small-angle X-ray scattering. These results suggest the importance of controlling solvent induced aggregation in forming nanostructured thin films of conjugated block copolymers.