We report dynamic Monte Carlo simulations of polymer crystallization confined in the cylindrical microdomains of diblock copolymers. The microdomains were prepared via spontaneous microphase separation from homogeneous melt, and the major component was then frozen in a vitreous amorphous state to make a hard confinement to the crystallization of the minor component. We found that during the isothermal crystallization at high temperatures, crystal orientations are dominantly perpendicular to the cylinder axis at the early stage of crystal nucleation and remain to the final state; while if the block junctions are broken before crystallization, crystal orientations are dominantly parallel at the early stage of crystal nucleation, and eventually other orientations take the place of parallel preferences. Analysis of bond orientations in the heterogeneous melts demonstrates the microscopic origin of oriented crystal nucleation.