Nanostructured thermosets were achieved by mixing an unsaturated polyester (UP) resin with an amphiphilic poly[(ethylene oxide)-b-(propylene oxide)-b-(ethylene oxide)] block copolymer (EPE). Differential scanning calorimetry and dynamic light scattering were used to study the miscibility and molecular dynamics of nonreactive mixtures. Obtained results indicated that the formation of the nanostructured thermosets followed a self-assembly mechanism. Atomic force microscopy was used to study the morphology of the thermosets. It was found that mixtures cured at 25 °C nanostructured with smaller domains had higher transparency if compared to the mixtures cured at 35 °C. The mechanical properties of nanostructured thermosets showed that UP resin was significantly toughened by addition of the EPE. Results indicated that, for an EPE content of 15 wt %, the critical stress intensity factor, KIc, of the mixture increased ca. 40%, if compared to the neat UP thermoset.