The synthesis of diblock copolymers polyisoprene-b-poly(e-caprolactone) (PI-b-PCL) and terpolymers polystyrene-bpolyisoprene-b-polycaprolactone (PS-b-PI-b-PCL) and polyisoprene-b-polystyrene-b-polycaprolactone (PI-b-PS-b-PCL) through sequential anionic polymerization, using n-BuLi as initiator and benzene as solvent, is described. The resulting products were characterized by means of 1 H-NMR and Gel Permeation Chromatography (GPC). The spectroscopic analysis was consistent with the chemical structure of the copolymers, which additionally showed a narrow molecular weight distribution, as expected for a living anionic polymerization. Thermogravimetric (TGA) results indicated that the thermal stability of the synthesized materials increases with the incorporation of poly(e-caprolactone), and DSC analysis evidenced that this block is able to crystallize when its content in the copolymer is of at least 14 %-wt.