The increasing incidence of osteoporotic bone fractures makes fracture risk prediction an important clinical challenge. Computational models can be utilised to facilitate such analyses. However, they critically depend on bone’s underlying hierarchical material description. To understand bone’s irreversible behaviour at the micro- and nanoscale, we developed an in situ testing protocol that allows us to directly relate the experimental data to the mechanical behaviour of individual mineralised collagen fibres and its main constitutive phases, the mineralised collagen fibrils and the mineral nanocrystals, by combining micropillar compression of single fibres with small angle X-ray scattering (SAXS) and X-ray diffraction (XRD). Failure modes were assessed by SEM. Strain ratios in the elastic region at fibre, fibril and mineral levels were found to be approximately 22:5:2 with strain ratios at the point of compressive strength of 0.23 ± 0.11 for fibril-to-fibre and 0.07 ± 0.01 for mineral-to-fibre levels. Mineral-to-fibre levels showed highest strain ratios around the apparent yield point, fibril-to-fibre around apparent strength. The mineralised collagen fibrils showed a delayed mechanical response, contrary to the mineral phase, which points towards preceding deformations of mineral nanocrystals in the extrafibrillar matrix. No damage was measured at the level of the mineralised collagen fibre which indicates an incomplete separation of the mineral and collagen, and an extrafibrillar interface failure. The formation of kink bands and the gradual recruitment of fibrils upon compressive loading presumably led to localised strains. Our results from a well-controlled fibrillar architecture provide valuable input for micromechanical models and computational non-linear bone strength analyses that may provide further insights for personalised diagnosis and treatment as well as bio-inspired implants for patients with bone diseases. Statement of significanceMusculoskeletal diseases such as osteoporosis, osteoarthritis or bone cancer significantly challenge health care systems and make fracture risk prediction and treatment optimisation important clinical goals. Computational methods such as finite element models have the potential to optimise analyses but highly depend on underlying material descriptions. We developed an in situ testing set-up to directly relate experimental data to the mechanical behaviour of bone’s fundamental building block, the individual mineralised collagen fibre and its main constituents. Low multilevel strain ratios suggest high deformations in the extrafibrillar matrix and energy dissipation at the interfaces, the absence of damage indicates both an incomplete separation between mineral and collagen and an extrafibrillar interface failure. The formation of kink bands in the fibril-reinforced composite presumably led to localised strains. The deformation behaviour of a well-controlled fibrillar architecture provides valuable input for non-linear bone strength analyses.