Multi-layered nanofibers have been produced via electrospinning with block copolymer (polystyrene-b-polyisoprene, PS-b-PI) solution sandwiched between innermost and outermost silica precursor layers. The purpose of tri-axial approach is to investigate the effect of the interfacial interaction and physical confinement on the self-assembly in electrospun nanofibers. A novel tri-axial electrospinning setup based on a serial connection of two needles with side feeding has been devised first, and PS-b-PI systems of both asymmetric and symmetric morphology with and without surface-modified, magnetite nanoparticles have been studied. The results reveal that confined-assembly is changed significantly by the presence and interaction with both inner and outer silica layers. The incorporation of nanoparticles also revealed that PI phase is wetted against the silica wall, on the contrary to previous reports on PS-b-PI/silica coaxial nanofibers where PS phase is wetted against the silica sheath. The same migration of PI phase to the silica layers has been observed when a blend of pure PS and PS-b-PI was used as a middle layer. To investigate the mechanics behind confinement and wall interaction, coarse-grained molecular dynamics (MD) simulation of model symmetric block copolymer (BCP) in cylindrical confinement has been assessed. The simulation results under cylindrical confinement without preference of polymer domains to the wall exhibit stacked lamellae along the fiber axis which was also observed in coaxial electrospun nanofibers of symmetric PS-b-PI. It is also predicted that nanoparticles with selective interaction towards one of BCP domains tend to migrate towards the wall when they are incorporated into BCP under confinement. Multi-layered nanofibers developed in the current study can provide further insights on the effect of confinement and wall interactions on various self-assembly systems including block copolymer-inorganic hybrid materials. The devised tri-axial approach can also be employed to fabricate multi-layered, multi-structured nanofibers for high end applications such as drug delivery.