Thermoset polymer composite wires including a multiplicity of substantially continuous fibers embedded in a solidified polymer composite matrix and forming a substantially continuous filament, the solidified polymer composite matrix further including a polymer formed by curing a polymer precursor from a liquid state and a multiplicity of nanoparticles having a median diameter of one micrometer or less substantially uniformly dispersed throughout the polymer composite matrix, and optionally, a corrosion resistant sheath surrounding the substantially continuous filament. In some embodiments, the multiplicity of particles includes surface-modified particles having a core and a surface modifying agent associated with the core and reacted with the polymer cured from a liquid state. Stranded cables including one or more such thermoset polymer composite wires, and methods of making and using such thermoset polymer composite wires and stranded cables are also described.