The block copolymers, poly(epsilon-caprolactone)-block-polystyrene (PCL-b-PS) with the linear and star-shaped topological structures were synthesized via the combination of ring-opening polymerization (ROP) and atom transfer radical polymerization (ATRP). The two block copolymers with the identical block compositions were incorporated into epoxy to access the nanostructured thermosets. The microphase-separated morphologies in the systems were investigated by means of atomic force microscopy (AFM) and small-angle X-ray scattering (SAXS). It is identified that the epoxy thermosets can display the long-ranged ordered nanostructures depending on the concentration of the diblock copolymers. By considering the miscibility of the subchains of the block copolymers with epoxy after and before the curing reaction, it is judged that the formation of the nanostructures followed the mechanism of reaction-induced microphase separation. It is noted that the nanoscaled morphologies of the thermosets are quite dependent on the macromolecular topologies of the block copolymers. For the epoxy thermosets containing the linear PCL-b-PS diblock copolymer, the spherical PS nanophases were arranged into cubic (e.g., bcc, fee, or simple cubic) lattice whereas the PS nanophases into lamellar lattice while the thermosets contain the tetra-armed PCL-b-PS block copolymer. The difference in nanostructures for the epoxy thermosets has been interpreted on the basis of the restriction of topological structures of the block copolymers on the formation of nanophases.