Reaction-induced microphase separation in epoxy thermosets containing an amphiphilic diblock copolymer was investigated in this work. To this end, the diblock copolymer poly(epsilon-caprolactone)-block-poly(n-butyl acrylate) (PCL-b-PBA) was synthesized via the combination of ring-opening polymerization (ROP) and atom transfer radical polymerization (ATRP). The block copolymer was incorporated into epoxy thermosets. Before the curing reaction all the subchains of the diblock copolymer were miscible with the precursors of epoxy resin. After curing, only the PBA blocks were separated out whereas the PCL blocks remained miscible with epoxy resin. Such a reaction-induced microphase separation results in the formation of ordered nanostructures in the thermosets. The nanostructures in the thermosets were investigated by means of field emission scanning electron microscopy (FESEM), atomic force microscopy (AFM), small-angle X-ray scattering (SAXS), and dynamic mechanical analysis (DMA). It is found that, depending on the concentration of the diblock copolymer, the thermosets can displayed spherical particles or lamellar nanostructures. The SAXS curves with the multiple scattering maxima suggests that the thermosets possess long-range ordered nanostructures.