A novel higher-order multi-scale computational approach for efficient nonlocal gradient elasticity simulation of composite materials is proposed in this paper. Based on the use of decoupling technique, raw fourth-order nonlocal gradient equations with periodically oscillatory coefficients are decoupled as the new second-order multi-scale equations for reducing the continuity requirements when implementing multi-scale simulation. Next, a novel macro-micro coupled multi-scale computational model with higher-order corrected terms is rigorously devised for high-resolution multi-scale and nonlocal analysis of composite materials via multi-scale asymptotic analysis. Then, the local error analysis of higher-order multi-scale solutions in the point-wise sense illustrates that establishing higher-order asymptotic corrected terms plays a vital role in investigating the micromechanical mechanisms. Moreover, a rigorous global error estimation with an explicit rate of higher-order multi-scale solutions is first derived in the energy norm sense. In addition, an efficient multi-scale numerical algorithm is presented to effectively simulate nonlocal gradient elasticity problems of composite materials based on finite element method (FEM). And we also derive the convergence estimation of the proposed numerical algorithm. Finally, numerical experiments are conducted to gauge the efficiency and accuracy of the proposed higher-order multi-scale method. This paper offers a unified higher-order two-scale computational framework for enabling nonlocal gradient elasticity behavior simulation of composite materials.