Poly(2,2,2-trifluoroethyl acrylate)-block-poly(ethylene oxide) (PTFEA-b-PEO) amphiphilic diblock copolymer was synthesized via the reversible addition-fragmentation transfer polymerization of 2,2,2-triffluroethyl acrylate with dithiobenzoyl-terminated poly(ethylene oxide) as a chain-transfer agent. The amphiphilic diblock copolymer was incorporated into epoxy resin to prepare the nanostructured epoxy thermosets. The nanostructures were investigated by means of atomic force microscopy, small-angle X-ray scattering, and dynamic mechanical analysis. In terms of the miscibility of the subchains of the block copolymer with epoxy after and before curing reaction, it: is judged that the formation of the nanostructures follows the mechanism of self-assembly. The static contact angle measurements indicate that the nanostructured thermosets containing PTFEA-b-PEO diblock copolymer displayed a significant enhancement in surface hydrophobicity as well as a reduction in surface free energy. The improvement in surface properties was ascribed to the enrichment of the fluorine-containing subchain (i.e., PTFEA block) of the amphiphilic diblock copolymer on the surface of the nanostructured thermosets, which was evidenced by surface atomic force microscopy and energy-dispersive X-ray spectroscopy.