Highly oriented hybrid thin films composed of rod-shaped CdSe nanocrystals and poly(3-hexylthiophene) are prepared by mechanical rubbing. The orientation distribution of both CdSe nanorods and crystalline P3HT domains is determined by a combination of transmission electron microscopy (electron diffraction, low dose high-resolution TEM, and tomography), grazing incidence X-ray diffraction measurements, and UV-vis spectroscopy. After rubbing, P3HT crystalline domains show a preferential face-on orientation ((010) contact plane) and the chains align parallel to the rubbing direction. CdSe nanorods also align parallel to the rubbing direction, but the level of alignment is a function of their concentration in the polymer matrix: the lower their concentration, the higher the level of in-plane orientation of both the nanorods and the polymer chains. GIXD and electron diffraction suggest that CdSe nanorods adopt a preferential contact plane on the substrate after rubbing. The high in-plane alignment of the nanorods is mainly due to the orientation of the surrounding P3HT matrix. In particular, low dose HR-TEM shows that the local orientation of individual NRs matches the orientation of the surrounding pi-stacked P3HT chains. For a high NR concentration, bundling of NRs into larger aggregates prevents their efficient alignment by rubbing.