Block copolymers have attracted great attention because of their abilities to self-assemble into well-ordered microphase-separated structures. To generate nanopatterns of block copolymers with long-range ordering and low-defect densities in shorter time scales, microwave annealing has recently been applied. Microwave annealing, however, has so far only been used for block copolymer bulks and thin films. In this work, we discover that microwave annealing can be successfully applied to three-dimensional block copolymer nanostructures by studying the infiltration and microphase separation of block copolymers in cylindrical nanopores upon microwave irradiation. Cylinder-forming and lamella-forming poly(styrene-block-dimethylsiloxane) (PS-b-PDMS) are introduced into the nanopores of anodic aluminum oxide (AAO) templates. In addition, AAO templates with different pore sizes are used to study the effect of the commensurabilities between the pore diameters and the repeating periods of the block copolymers on the morphologies of the block copolymer nanostructures.