We report on the fabrication of photovoltaic cells, PVs, with controlled donor/acceptor interfaces using a process based on the phase separation between a cross-linkable polyfluorene and polystyrene. Robust, nanostructured columnar-grain layers of a conjugated cross-linked polymer, F8T2Ox1 (an oxetane-functionalized derivative of poly(9,9-dioctylfluorene-alt-bithiophene)) are obtained after removal of polystyrene. These layers are used, in combination with 1-(3-methoxycarbonyl)propyl-1-phenyl-(6,6)C61 (PCBM) deposited by spin coating, to define donor/acceptor interfaces, as PVs' active layers. The performance of these cells is dependent on the dimensions of the surface structures. In particular, a significant power conversion efficiency improvement is observed upon decrease of column diameter, reflecting an improvement of the exciton dissociation. We find, however, that these efficiencies still fall below those of the PVs based on blends of the same components, but are larger than the ones found for planar bilayer PVs. Furthermore, PVs based on blends of cross-linked F8T2Ox1 and PCBM showed enhanced efficiency and thermal stability with respect to PVs based on blends of PCBM and the non-cross-linkable analogue poly(9,9-dioctylfluorene-alt-bithiophene). Taking into account that the columnar-grain morphology is recognised as the “ideal” architecture for PVs' active layer provided the column radii are of the order of few nanometres, this work gives a new insight into how to achieve efficient organic photovoltaic cells through the use of cross-linkable conjugated polymers as the electron-donor component.