Several compatibilised polyolefin-based blends have been obtained via rather simple and robust chemistry: olefin cross metathesis using Grubbs' second-generation catalyst (G2) of alkenyl-terminated macromolecules of different nature. The viability of the concept was first demonstrated for low molecular weight polyolefin macromolecules before being extended to higher molecular weight polymers, including polar ones such as poly(3-caprolactone) (PCL), poly(pentadecalactone) (PPDL) and poly(methylmethacrylate) (PMMA). When taking all the possible cross metathesis reactions into account, a statistical distribution of homopolymers and diblock copolymers is likely to be formed. While clear macrophase separation is visible in the uncompatibilised blends of macromolecules, it is absent for the in situ compatibilised products, as was confirmed by optical microscopy. It was demonstrated that even small amounts of diblock copolymers can effectively compatibilise the two phases. All materials were analysed by HT SEC, DSC, HT HPLC and optical microscopy. Such a proof of principle indicates that using cross metathesis on a large library of macromolecules might be a versatile "synthetic handle" to reach a variety of in situ compatibilised blends.