In this study, poly(delta-valerolactone) (PVL) axles bearing movable and ionically fixed rotaxane wheels linked with polystyrene (rot-PS-M and rot-PS-F) have been investigated for the first time in the aspects of nanoscale film morphology by using synchrotron grazing incidence X-ray scattering: PVL-rot-PS-M and PVL-rot-PS-F. In addition, their thermal stabilities and phase-transition behaviors have been examined. PVL-rot-PS-M reveals a higher thermal stability than that of PVL-rot-PS-F, having an ionic character and a counter anion. The quantitative analyses of this study found that the mechanically linked rotaxane wheel could be able to enhance significantly the mobilities of the PVL axle and the PS block, which are essential for their phase separation and the PVL axle crystallization. With higher chain mobilities due to the movable rotaxane wheel, PVL-rot-PS-M always reveals a much better performance in the formation of the phase-separated PVL/PS lamellar structure as well as in the crystallization of the PVL axle chain, compared to PVL-rot-PS-F and the counter diblock copolymer. All morphology details as well as thermal stability and phase transition details are discussed, considering the nature of movable, ionically fixed, and covalent-bonded linkers between PVL and PS blocks.