Novel nanostructured thermosetting materials have been prepared by modification of an epoxy resin with a semifluorinated diblock copolymer, poly(heptadecafluorodecyl acrylate)-b-poly(caprolactone), PaF-b-PCL. In a first step, the phase behavior and linear viscoelasticity of PaF-b-PCL were investigated. According to the segregation regime, no order-order transitions were detected, being the order-disorder transition temperature beyond the degradation temperature. Atomic force microscopy (AFM) images of the block copolymer after different thermal treatments revealed that self-assembly takes place into spherical nanodomains, which is consistent with the copolymer composition. This block copolymer was further used to prepare a nanostructured thermoset blend with an epoxy resin. DSC and DMA analysis reveals microphase separation of PaF block from the epoxy-rich phase after curing. The PaF block self-assembled into wormlike and spherical micelles in the thermoset system. This nanostructured blend presented unique surface properties showing high hydrophobicity (upsilon = 109 degrees) and low surface energy (17 mN/m).