Many biological and optimal materials, at multiple scales, consist of what can be idealized as continuous bodies joined by structural interfaces. Mechanical characterization of the microstructure defining the interface can nowadays be accurately done; however, such interfaces are usually analyzed employing models where those properties are overly simplified. To introduce into the analysis the microstructure properties, a new model of structural interfaces is proposed and developed: a true structure is introduced in the transition zone, joining continuous bodies, with geometrical and material properties directly obtained from those of the interfacial microstructure. First, the case of an elliptical inclusion connected by a structural interface to an infinite matrix is solved analytically, showing that nonlocal effects follow directly from the introduction of the structure, related to the inclination of the connecting elements. Second, starting from a discrete structure, a continuous model of a structural interface is derived. The usual zero-thickness linear interface model is shown to be a special case of this more general continuous structural interface model. Then, a gradient approximation of the interface constitutive law is rigorously derived: it is the first example of the analytical derivation of a nonlocal interface model from the microstructure properties. The effects introduced in the mechanical behavior by both the continuous model and its gradient approximation are illustrated by solving, for the first time, the problem of a circular inclusion connected to an infinite matrix by a structural interface and subject to remote uniform stress.