Syndiotactic polystyrene (sPS) forms cocrystals with a variety of chemical compounds. The guest molecules can be easily replaced with other kinds of molecules under certain conditions. The guest-exchange process, on exposure to liquid triethylene glycol dimethyl ether (TEGDME), is followed by time-resolved simultaneous small-angle and wide-angle X-ray scattering to clarify the structure changes in molecular-level and higher-order structures. It is clarified that the exchange from the original guest chloroform to the new guest TEGDME takes place mainly after a certain incubation time, in parallel with the expansion of the lamellar period. The occurrence of the ϵ cocrystal during this process and the influence of the amount of chloroform on the incubation time are also studied.