The aim of this study was evaluate the mechanical performance of DGEBA epoxy resin mixed with microencapsulated amine-functionalized polysiloxanes (PDMS-a). A series of poly(urea–formaldehyde)-(PUF) microcapsules filled with PDMS-a were synthesized, and their thermal stability and the efficiency of microencapsulation of PDMS-a were investigated by thermogravimetry. The fracture toughness and healing efficiency of the cured specimens were measured using a tapered double-cantilever beam (TDCB), while their microstructure was evaluated by 3D Laser Scanning Microscope and SEM of fracture surfaces. An improvement in thermal stability was observed after microencapsulation with PDMS-a. The PDMS-a microcapsules increased the fracture toughness of the epoxy system, showing a promising self-healing ability.