Using theoretical models, we undertake the first investigation into the rich behavior that emerges when binary particle mixtures are blended with microphase-separating copolymers. We isolate an example of coupled self-assembly in such materials, where the system undergoes a nanoscale ordering of the particles along with a phase transformation in the copolymer matrix. Furthermore, the self-assembly is driven by entropic effects involving all the different components. The results reveal that entropy can be exploited to create highly ordered nanocomposites with potentially unique electronic and photonic properties.