The engineering of nanostructured thermosets with different modifiers has generated significant interest, since improved overall properties are promised by good control over monodispersed microdomains. Incorporation of block copolymers and hyperbranched polymers are acknowledged as two efficient strategies to build up such nano/microcomposites, bearing distinct phase-segregating behaviors owing to respective unique architectures. In this chapter, we aim to illustrate the interplay between matrix and modifier from a perspective of thermodynamics. The two most common mechanisms of thermoset/block copolymer demixing are interpreted; most obtained morphologies of thermoset/hyperbranched polymers are broadly correlated to the width of the phase-separation conversion window. General preparation methods as well as time-temperature-transition diagrams are given to guide practice. Thermal, mechanical, and dynamic properties are covered, with an emphasis on how the formation of various nanostructures actually influences these properties.