All-conjugated block copolymers are an emerging class of polymeric materials promising for organic electronic applications, but further progress requires a better understanding of their microstructure including crystallinity and self-assembly through micro-phase segregation. Here, we demonstrate remarkable changes in the thin film structure of a model series of all-conjugated block copolymers with varying processing conditions. Under thermal annealing, poly(3-hexylthiophene)-b-poly(90,90-dioctylfluorene) (P3HT-b-PF) all-conjugated block copolymers exhibit crystalline features of P3HT or PF, depending on the block ratio, and poor π- π stacking. Under chloroform solvent annealing, the block copolymers exhibit lamellar ordering, as evidenced by multiple reflections in grazing incidence wide and small-angle X-ray scattering (GIWAXS and GISAXS), including an in-plane reflection indicative of order along the π- π stacking direction for both P3HT and PF blocks. The lamellae have a characteristic domain size of 4.2 nm, and this domain size is found to be independent of block copolymer molecular weight and block ratio. This suggests that lamellar self-assembly arises due to a combination of polymer block segregation and π- π stacking of both P3HT and PF polymer blocks. Strategies for predicting the microstructure of all-conjugated block copolymers must take into account intermolecular π- π stacking and liquid crystalline interactions not typically found in flexible coil block copolymers.