The nanostructured thermosets involving epoxy and poly(methyl methacrylate)-grafted poly(vinylidene fluoride-co-trifluoroethylene) copolymer (P(VDF-TrFE)-g-PMMA) were successfully prepared in this work. The P(VDF-TrFE)-g-PMMA graft copolymer was synthesized via the atom transfer radical polymerization of methyl methacrylate (MMA) with poly(vinylidene fluoride-co-chlorotrifluoroethylene) copolymer as the macromolecular initiator. It was characterized by means of proton nuclear magnetic resonance spectroscopy, gel permeation chromatography, differential scanning calorimetry, and dynamic laser scattering. Owing to the amphiphilicity, this graft copolymer can be readily incorporated into epoxy to obtain the nanostructured thermosets. Transmission electron microscopy showed that the spherical nanophases with a size of 10-100 nm in diameter were dispersed into the continuous epoxy matrix, depending on the content of P(VDF-TrFE)-g-PMMA. The measurement of dielectric properties showed that the modified epoxy thermosets displayed enhanced dielectric constants and quite low dielectric loss. The surface contact angle measurements showed that the surface hydrophobicity of the nanostructured thermosets was higher than the plain epoxy thermoset.