The state-of-the-art heterostructure-based devices often involve stacks of epilayers of few nanometer thick crystals. However, the ultimate limit would be a hitherto single-atomic-layer structure. Using material-by-design approach, the flexibility of two-dimensional (2D) materials could be explored to develop a multilayered artificial van der Waals (vdW) heterostructure where the synergistic coupling between the individual materials and the underlying interface creates new and novel functionalities. Herein, based on first-principles calculations, we report that vertically stacked few-layer vdW heterostructure of monolayer molybdenum disulfide (MoS2) and hexagonal boron phosphide (BP) is a strong electrically narrow direct bandgap material. More intriguingly, few-layer vdW heterostructure of monolayer MoS2 and BP exhibits superior mechanical properties. In striking contrast to heterostructures of MoS2/graphene, MoS2/WS2, and few-layer graphene, where the 2D moduli are lower than the sum of the 2D modulus of each nanosheet, the mechanical strength of few-layer hybrid vdW heterostructure of monolayer MoS2 and BP rather increased with increasing thickness. We attribute this difference to the unique interlayer and interface coupling, which affected the vibrational properties of the heterostructures including the emergence of shear and breathing phonon modes as well as the transformation of flexural phonon modes. Such superior mechanical properties could be explored for nanoelectromechanical device applications, e.g., as a nanoresonator. We demonstrate that the electronic structure could as well be tuned with both increasing numbers of monolayer stacks and defect-engineering promising for low-power applications.