This work reports the first instance of self-organized thermoset blends containing diblock copolymers with a crystallizable thermoset-immiscible block. Nanostructured thermoset blends of bisphenol A-type epoxy resin (ER) and a low-molecular-weight (M-n = 1400) amphiphilic polyethylene-block-poly(ethylene oxide) (EEO) symmetric diblock copolymer were prepared using 4,4'-methylenedianiline (MDA) as curing agent and were characterized by transmission electron microscopy (TEM), atomic force microscopy (AFM), small-angle X-ray scattering (SAXS), and differential scanning calorimetry (DSC). All the MDA-cured ER/EEO blends do not show macroscopic phase separation but exhibit microstructures. The ER selectively mixes with the epoxy-miscible PEO block in the EEO diblock copolymer whereas the crystallizable PE blocks that are immiscible with ER form separate microdomains at nanoscales in the blends. The PE crystals with size on nanoscales are formed and restricted within the individual spherical micelles in the nanostructured ER/EEO blends with EEO content up to 30 wt %. The spherical micelles are highly aggregated in the blends containing 40 and 50 wt % EEO. The PE dentritic crystallites exist in the blend containing 50 wt % EEO whereas the blends with even higher EEO content are completely volume-filled with PE spherulites. The semicrystalline microphase-separated lamellae in the symmetric EEO diblock copolymer are swollen in the blend with decreasing EEO content, followed by a structural transition to aggregated spherical micellar phase morphology and, eventually, spherical micellar phase morphology at the lowest EEO contents. Three morphological regimes are identified, corresponding precisely to the three regimes of crystallization kinetics of the PE blocks. The nanoscale confinement effect on the crystallization kinetics in nanostructured thermoset blends is revealed for the first time. This new phenomenon is explained on the basis of homogeneous nucleation controlled crystallization within nanoscale confined environments in the block copolymer/thermoset blends.