In the present work a comprehensive characterization of the hierarchical architecture of the walnut shell (Juglans regia L.) was carried out using scanning electron microscopy (SEM), atomic force microscopy (AFM) and confocal laser scanning microscopy (CLSM). Furthermore, micromechanical properties (hardness, HIT and elastic modulus, EIT) of plant tissues were evaluated at cell wall level by applying the instrumented indentation technique (IIT). The complex architecture of the material was described in terms of four hierarchical levels (HL): endocarp (H1), plant tissues (H2), plant cells (H3) and cell wall (H4). Our findings revealed that the walnut shell consists of a multilayer structure (sclerenchyma tissue, ST; interface tissue, IT; porous tissue, PT; and flattened parenchyma tissue, FPT), where differences in the microstructure and composition of plant tissues generate parallel gradients along the cross-section. The indentation tests showed a functional gradient with a sandwich-like configuration, i.e., a lightweight and soft layer (PT, HIT = 0.04 GPa) is located between two dense and hard layers (ST, HIT = 0.33 GPa; FPT, HIT = 0.28 GPa); where additionally there is an interface between ST and PT (IT, HIT = 0.16 GPa). This configuration is a successful strategy designed by nature to improve the protection of the kernel by increasing the strength of the shell. Therefore, the walnut shell can be considered as a functionally graded material (FGM), which can be used as bioinspiration for the design of new functional synthetic materials. In addition, we proposed some structure-property-function relationships in the whole walnut shell and in each of the plant tissues.