Polydimethylsiloxane-block-poly(epsilon-caprolactone)-block-polystyrene ABC-type triblock copolymer (PDMS-b-PCL-b-PS) was synthesized via the sequential ring-opening polymerization and atom transfer radical polymerization. The ABC triblock copolymer was incorporated into epoxy to prepare the nanostructured thermosets. In terms of the difference in miscibility of epoxy with the subchains of the ABC triblock copolymer after and before curing reaction. it is proposed that the formation of the nanostructures follows the combined mechanisms of self-assembly and reaction-induced microphase separation. The self-organized nanophases could be formed before the Curing reaction since the PDMS subchains of the triblock polymer is immiscible with the precursors of epoxy before curing reaction. The reaction-induced microphase separation of PS subchains occurred in the presence of the PDMS nanophases whereas the PCL subchains remain miscible with epoxy after and before curing reaction. By means of atomic force microscopy and small-angle X-ray scattering, the morphological structures of the thermosets containing the ABC triblock copolymer were examined, and the formation of the nanostructures was addressed on the basis of the combination of self-assembly and reaction-induced microphase separation mechanisms.