The exquisite meso- or micro-structures of natural biomaterials, e.g., brick-mud microstructures of nacre and conch shell, gradient micro-structures of bamboo and antlers, and interlocking meso-structures of beetle shells, can enhance the ability of materials to resist external impact from different aspects. This will provide inspiration for the design, optimization and performance improvement of new bionic impact resistance structures. In this paper, gradient and interlocking structures are introduced into brick-mud structures, and then gradient interlocking and bidirectional interlocking brick-mud structures are designed, and finally samples are prepared by 3D printing technology. The results of pendulum impact experiment show that the larger the cell size gradient, the higher the energy absorption of the gradient interlocking brick-mud structure, and that the smaller the number of elliptical units in the interlocking area in the cell, the higher the energy absorption of the bidirectional interlocking brick-mud structure. The amounts of energy absorbed by the two proposed interlocking brick-mud structures during impact can be up to 6.2 times and 2.5 times that by the uniform nacre brick-mud structure, respectively. The mechanism of the energy absorption improvement of the interlocking structure is studied by using the finite element method. The gradient interlocking design can significantly improve the stress distribution and deformation coordination in the impact area, and increase the stress level and bending deformation in the sample before failure. Moreover, the bidirectional interlocking design can increase the number and deflection of cracks in the fracture area, and further extend the crack propagation path, thus improving energy dissipation.