A new methodology for the preparation of nanostructured magnetic thermoset materials without any kind of metal oxide or metal magnetic nanoparticles has been proposed. The present study focuses on the nanostructuration of thermoset materials based on poly(ionic liquid)s block copolymer and the subsequent production of magnetic nanostructured thermoset. Judicious selection of block copolymer, such as P2VP-b-PMMA, soluble in epoxy and its subsequent quaternization leads to a phase modification of the system, from totally soluble to a nanostructured system. Different degree of quaternization of the pyridine groups showed the range of quaternization values which allowed the nanostructuration of the thermoset. Magnetic material was obtained by anion exchange of the quaternized poly(ionic liquid) block copolymer without using any kind of metal oxide or metal magnetic nanoparticles. The different materials obtained by quaternization of the block copolymers, the anion exchange of the polymeric ionic liquid and thermoset materials were characterized by H-1 nuclear magnetic resonance (H-1 NMR), thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), high resolution transmission electron microscopy (HR-TEM) and magnetic properties were measured by a superconducting quantum interference device (SQUID).