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Offering the advantages of easy preparation and low cost, polymer systems account for many of the high-performance materials used in industry. With the widespread application of polymer materials, higher requirements for the properties of polymer products have been proposed. Recently, polymer-based functional composites have been a worldwide research focus, and the structure of the composites directly affects their properties. The special multilayer structure of shells and trees often brings excellent performance or special functions. Discussing the strength and toughness mechanism of natural materials helps guide new functional composite preparation. In recent decades, a novel micro/nano-lamination technology has attracted the interest of academia and industry. Micro/nano-lamination technology is a layer-by-layer assembly (LbL) technology, which can combine two or more types of polymers into tens of thousands of layers alternately arranged, and each microlayer thickness can reach nanometer level to form composite materials with an alternating layered structure. Compared with solution LbL assembly methods, such as dip coating, spin coating, and spray coating, it is a continuous melt processing technique that involves no solvent, which has the advantages of flexibility, versatility, economy, and eco-friendliness. Compared with the composites prepared by blending melt extrusion or with fewer layers, the shape memory properties, electrical properties, barrier properties, and mechanical properties of composites prepared by micro/nano-lamination technology are considerably improved. As an application of biomimetic materials in the polymer research field, multilayer alternating composites prepared using micro/nano-lamination have a special multilayer structure, rich layer interface, and micro/nano-scale layer confined space. The multilayer composites prepared by micro/nano-lamination have an important positive synergistic effect on mechanical properties, and the unique multilayer structure can adjust stress distribution, stress transfer, and microcrack propagation. In this paper, according to the research status of micro/nano-lamination, the principle and process of micro/nano-lamination are briefly introduced. The mechanical property enhancement mechanism of multilayer alternating composites is reviewed, including interlayer interface interaction, layer interface-induced crystallization, regulation of polymer phase morphology, regulation of the dispersion orientation of inorganic particles, and in situ fiber formation. Micro/nano-lamination technology can coordinate the properties of different materials, integrate the excellent properties of many types of polymer materials, and make composite materials with good comprehensive properties. This model of high-performance functional materials has a broad market application prospect.