Electrospun polymer core shell fibers have gained much attention because of their promising applications in areas such as electronic devices, drug delivery, and tissue engineering. The morphology transformation of polymer core shell fibers, however, has been rarely investigated. Here, we study the effect of thermal annealing on the morphology transformation of electrospun polystyrene (PS)/poly(methyl methacrylate) (PMMA) core-shell fibers on PMMA. films. Two types of transformation processes are discovered. In the first type of the transformation process (type I), the PS cores transform to hemispherical particles after the annealing process; in the second type of the transformation process (type II), the PS cores transform to spherical particles after the annealing process. The measured sizes of the hemispherical and spherical PS domains fall into two classified regions, as predicted for the two different types of transformation processes. It is also observed that the growth rates of the undulated amplitude are similar for the two different types of transformation processes, but the type I fibers start to undulate at later annealing times than the type II fibers do. When the PS particles are selectively removed, the PMMA films with linearly arranged cavities are used for the tearing experiments, demonstrating a proof of concept on the potentials in studying the mechanical properties of cavity-containing films.