Nanostructured hematite (α-Fe₂O₃) films exhibit significant potential for energy, environmental, and medical applications. In the present work, a large-scale spray coating deposition method, scanning electron microscopy, and in situ grazing-incidence small-angle X-ray scattering are combined to investigate the structure formation mechanism of pure poly(styrene)-b-poly(4-vinyl pyridine) (PS-b-P4VP) and hybrid PS-b-P4VP/FeCl₃ films during and after spray deposition. Under the film deposition conditions specified in this experiment, a layered pure PS-b-P4VP film, a sponge-like hybrid PS-b-P4VP/FeCl₃ film, and a porous α-Fe₂O₃ film are obtained upon completion of the deposition. The morphological differences between the investigated pure PS-b-P4VP and hybrid PS-b-P4VP/FeCl₃ films result from the interplay among the complexation between FeCl₃ and P4VP segments, the crystallization of the P4VP segment, and the surface diffusion of the FeCl₃ species. The findings of this work can offer both experimental and theoretical guidance for designing spray-deposited block copolymer and hybrid films.