A variety of sub‐10 nm nanoparticles are successfully prepared by crosslinking of polystyrene‐b‐poly(1,3‐butadiene) (PS‐b‐PB) and polystyrene‐b‐poly(4‐vinyl pyridine) (PS‐b‐P4VP) block copolymer micelles and inverse micelles. Among them, the core‐crosslinked PS‐b‐PB micelles can self‐assemble into ultrathin (< 10 nm) macroporous (pore size <1 µm) membranes in a facile way, i.e., by simply drop‐coating the particle solution onto a mica surface. No continuous/porous membranes are produced from shell‐crosslinked PS‐b‐PB micelles and both forms of PS‐b‐P4VP micelles. This suggests that the unique structure of the block copolymer precursor, including the very flexible core‐forming block and the glassy corona‐forming block and the specific block length ratio, directly determines the formation of the macroporous membrane.