With the influence of surface energy, structure frustration, and confining geometry, nano-confinement of block copolymers radically changes their self-assembled structures and can be used to achieve control on both the orientation and ordering of the microdomains for targeted applications. In great contrast to the extensively studied 1D nano-confinement (thin films) of lamellae- and cylinder-forming diblock copolymers, very few theoretical and simulation studies have been reported on the thin-film morphology of diblock copolymers that form 3D structures (gyroid and spheres) in the bulk. In this work, we have performed 3D parallel self-consistent field (SCF) calculations with high accuracy to investigate such systems confined between two homogeneous and identical surfaces. Our SCF equations are solved in real space without a priori knowledge about the possible morphologies. We have systematically studied the effects of both surface preference and film thickness, and found various morphologies under the 1D nano-confinement. Our SCF calculations also reveal the formation mechanisms and stability regions of these morphologies.