Inspired by the wonderful properties of some biological composites in nature, we performed molecular dynamics simulations to investigate the mechanical behavior of bicontinuous nanocomposites. Three representative types of bicontinuous composites, which have regular network, random network, and nacre inspired microstructures respectively, were studied and the results were compared with those of a honeycomb nanocomposite with only one continuous phase. It was found that the mechanical strength of nanocomposites in a given direction strongly depends on the connectivity of microstructure in that direction. Directional isotropy in mechanical strength and easy manufacturability favor the random network nanocomposites as a potentially great bioinspired composite with balanced performances. In addition, the tensile strength of random network nanocomposites is less sensitive to the interfacial failure, owing to its super high interface-to-volume ratio and random distribution of internal interfaces. The results provide a useful guideline for design and optimization of advanced nanocomposites with superior mechanical properties.