Spider dragline silk is well-known for its excellent combination of strength and extensibility as well as another unique property called supercontraction. In our previous work, the changes in conformations of the Nephila edulis spider dragline silk when subjected to different supercontraction processes were extensively investigated. When a native spider dragline silk had free supercontraction, and then restretched to its original length, the content and molecular orientation of different conformations (β-sheet, helix, and random coil) changed but the mechanical properties remained almost the same. Therefore, herein, further supercontraction-stretching treatment was performed up to three cycles, and the corresponding structural changes were investigated. In addition to the synchrotron radiation FTIR (S-FTIR) microspectroscopy employed in our previous study, synchrotron radiation small-angle X-ray scattering (S-SAXS) and atomic force microscopy (AFM) were also used in this work to determine the structural changes of spider dragline silk in different scales. The results show that by repeating the supercontraction-stretching treatment, the β-sheet structure content in spider dragline silk was slightly increased, but its orientation degree remained almost the same. Also, with the increase in cycle of supercontraction-stretching treatments, a 10.5 nm long period perpendicular to the silk fiber axis gradually appeared, endowing the spider dragline silk with periodic structure both along (6.6 nm, already existed in native silk and did not change with the supercontraction-stretching treatment) and perpendicular to the silk fiber axis. After the third supercontraction-stretching cycle, the AFM images displayed a clear 210 nm × 80 nm corn kernel-like structure on the surface of nanofibrils in spider dragline silks, which may be related to the aggregation of 10.5 nm × 6.6 nm periodic structure observed via S-SAXS. Finally, although the structure of spider dragline silk became increasingly regular with the rise in supercontraction-stretching cycles, mechanical properties remained constant after every cycle of the supercontraction-stretching treatment. These findings can aid in further understanding the structural changes that are related to the supercontraction of spider dragline silk and provide useful guidance in fabrication of high-performance regenerated or artificial silk fibers.