The modification of epoxy composites through the construction of nanostructures via self-organization of block copolymers has become a hot topic. In this research, high toughness epoxy thermoset was prepared through constructing wormlike-nanostructure by incorporating amphiphilic polydimethylsiloxane-block-poly(epsilon-caprolactone) block copolymer. The fracture toughness of subsequent epoxy thermosets increased nearly 355% comparing with neat epoxy with the addition of 40 wt % wormlike nanostructure, which was higher than that of thermosets with spherical nanostructure (142%). There was obviously plastic deformation in fractured surfaces of thermosets with wormlike nanostructure, it is believed that a combination of several toughening mechanisms leads to the improvement in fracture toughness. The morphologies transition, dynamic mechanical properties and wetting behavior of the thermoset containing spherical/wormlike nanostructures are also reported.