Hierarchical structures are commonly observed in nature and possess unique properties. The fabrication of hierarchical structures with well-controlled sizes in different length scales, however, is still a great challenge. To further understand the morphologies and properties of the hierarchical structures, here we present a novel strategy to prepare hierarchical polymer structures by combining the modified breath figure method and the template method. Poly(methyl methacrylate) (PMMA) honeycomb films with regular micropores are first prepared using the modified breath figure method by dipping PMMA films into mixtures of chloroform and methanol. The polymer chains on the honeycomb films are then annealed and wetted into the nanopores of anodic aluminum oxide templates via capillary forces, resulting in the formation of hierarchical polymer structures. The morphologies of the polymer structures, which can be controlled by the molecular weights of the polymers and the concentrations of the polymer solutions, are characterized by scanning electron microscopy. The surface wettabilities of the polymer structures are also examined by water contact angle measurements, and the hierarchical structures are observed to be more hydrophobic than the flat films and honeycomb films. This work not only provides a feasible approach to fabricate hierarchical polymer structures with controlled sizes but also gives a better understanding of the relationship between surface morphologies and properties.