The gradient phenomenon is commonly seen in nature, and the gradual changes in structure could make materials with unique excellent performances compared with homogeneous materials. In this study, a novel approach to prepare damping structural integration epoxy thermosets has been developed. The damping mechanism was systematically discussed through TEM, SAXS, DSC, and DMA. It is shown that the damping property was obviously improved via the gradient plasticization at nanometer scale. Dynamic mechanical analysis showed that when the content of poly(e-caprolactone)-b-polystyrene was 40 wt %, the glass transition temperature was decreased from 171.66 to 107.84 degrees C while the damping temperature range (tan 6 > 0.2) of the composites was' broadened from 28.02 to 52.95 degrees C. Meanwhile, the tensile properties of epoxy thermosets were also improved when the concentration of poly(e-caprolactone)-b-polystyrene diblock copolymer was below 20 wt %. It is expected this method could provide a new idea to fabricate damping structural integration materials in the future.