Segmented polyurethanes were synthesized by the reactions of poly($\varepsilon $-caprolactone) (PCL)-diol and 1,6-hexamethylene diisocyanate through bulk polymerization without using solvent, initiator, or catalyst. Phase separation and hydrogen bond formation between hard segments or between hard and soft segments were examined by Fourier transform infrared spectroscopy (FTIR)-ATR and X-ray diffraction (XRD), while physical and mechanical properties were studied by atomic force microscope, differential scanning calorimeter, dynamic mechanical analysis, and tensile tester. When the diisocyanate content was increased, deconvolution results of FTIR-ATR in C$=$O and N-H regions demonstrated better miscibility of the segments and XRD results showed a significant decrease in the crystallinity of soft segments. Samples having strong hard segment interactions displayed better mechanical properties.