The microstructure of polyurethanes and its evolution upon thermal treatment were investigated by means of small-angle X-ray scattering and low-frequency high-resolution mechanical spectroscopy. The segmented copolymer materials studied in this work were prepared in bulk and were completely amorphous as a consequence of the chemical composition of the soft and hard segments. This amorphous state results in model materials and, in principle, easier interpretation of the morphology from experimental results. It is shown in this work that thermal treatment induces a coarsening of hard-phase microdomains and an increase of the interfacial region, which remains of the order of a few angstroms. This morphology evolution leads, to some extent, to a weakening of the mechanical properties as observed above the glass transition temperature of the soft-phase matrix. The conclusion is that the synthesis conditions, as well as subsequent heat treatment, are to be carefully considered in order to obtain materials with well controlled physical properties.