The effect of the substrate on the gradient domain morphology was investigated for immiscible blends of poly(2-ethylhexyl acrylate-co-acrylicacid-co-vinylacetate) [P(2EHA-AA-VAc)] and poly(vinylidene fluoride-co-hexafluoro acetone) [P(VDF-HFA)]. The blends were prepared on substrates of poly(dimethyl siloxane) (PDMS) coated on a liner and of poly(tetrafluoro ethylene) (PTFE) from a THF solution by coating. The chemical compositions and the cross-sectional morphology of the surface (surface in contact with air) and bottom (surface in contact with substrate) sides were examined by attenuated total reflection Fourier transform infrared spectroscopy and scanning electron microscopy. The P(2EHA-AA-VAc)/P(VDF-HFA) (50/50), (30/70) blends prepared on PDMS revealed a gradient domain morphology, whereas the (50/50) and (30/70) blends prepared on PTFE formed a sea-island type of phase separation structure. On the other hand, when the P(2EHA-AA-VAc)/P(VDF-HFA) (70/30) blend was prepared on PTFE, P(2EHA-AA-VAc) and P(VDF-HFA) components segregated at the surface and the bottom, respectively. We concluded that the affinity between P(VDF-HFA) and the substrates strongly influenced the formation of the gradient domain morphology and the surface segregation of P(2EHA-AA-VAc).