Nucleation of various ordered phases in block copolymers is studied by examining the free-energy landscape within the self-consistent field theory. The minimum energy path (MEP) connecting two ordered phases is computed using a recently developed string method. The shape, size, and free-energy barrier of critical nuclei are obtained from the MEP, providing information about the emergence of a stable ordered phase from a metastable phase. In particular, structural evolution of embryonic gyroid nucleus is predicted to follow two possible MEPs, revealing an interesting transition pathway with an intermediate perforated layered structure.