In this study, a novel triblock copolymer poly(epsilon-caprolactam)-block-poly(dimethylsiloxane)-block-poly(epsilon-caprolactam) (PLC-b-PDMS-b-PLC) was synthesized by ring-opening polymerization. The approach of improving thermal and mechanical properties of thermosetting epoxy resin (ER) used methyl hexahydrophthalic anhydride as hardener and PLC-b-PDMS-b-PLC as modifier. The test results showed the chemical structure and molecular weight of PLC-b-PDMS-b-PLC can be controlled, and PLC-b-PDMS-b-PLC was self-assembled in the epoxy hybrid system to form nanophase separation structure. From the test of thermal and mechanical properties, it can be known that the amount of block in ER will affect the morphology and density of nanophase, thus affecting the toughness of the material. In the "soft-core hard-shell" nanodomain, the interaction of crystalline hard segments and non-crystalline PDMS soft segments overlapped adjacent stress fields, which helped the material absorb energy when subjected to external impact. The fracture toughness and impact strength of the modified resin were increased by up to 1.52 and 2.19 times compared to neat ER, respectively.