The nano-scale ordered structure and phase transitions of amphiphilic di-block copolymers consisted of hydrophilic poly(ethylene oxide) and hydrophobic poly(methacrylate) derivatives having azobenzene (AZO) moieties as ester groups, p(EO)_mpMA(AZ)_n, were reviewed. Hexagonal-packed PEO cylinder structure, caused by micro phase separation of amphiphilic di-block copolymers were selectively formed in wide copolymer content and temperature ranges for p(EO)_mpMA(AZ)_n. The order of hexagonal cylinder depended strongly on the annealing temperature, however, slightly on copolymer content. The series of p(EO)_mpMA(AZ)_n showed four endothermic transitions on heating. From the simultaneous DSC-XRD measurements, four phase transitions were assigned, in the order of the low to high temperatures, as the melting of PEO, the melting of AZO moieties, the transition from smectic C to smectic A and the isotropic transitions, respectively. AZO moieties acted as megenic groups. The formation of hexagonal cylinder structure was expected as the results of entropy loss casued by liquid crystalline formation. The director orientation of the liquid crystalline state would be the key in producing the single crystalline nano-scale ordered hexagonal cylinder structure.