Synthetic materials allow easy processing and modification for bone defect repairing with a good immunological compatibility and minimal risks of infections and donor site morbidity. But compared with an autologous bone graft, these artificial scaffolds still have limitations in terms of the osteogenic capacity and mechanical properties including excellent strength and toughness of super-light natural bone. In this study, we aimed to construct a bone scaffold with both a biomimetic multi-level hierarchical structure and similar constituents of a natural bone using HA/collagen composite nanofibers. The electrospinning technique and rolling method were used for bottom-up synthesis of this artificial system from nano-level to micro-level and then to macro-level. MicroCT scanning and scanning electron microscopy confirmed successful preparation of the bone scaffold composed of fully assembled microscopic fibers. The mechanical properties of the mineralized scaffolds were double reinforced by a large number of newborn HA nano particles and the chemical bonds. The bonds were formed between HA and collagen within and between the layers of the scaffold's matrix membrane. The scaffold showed an excellent biocompatibility profile. These suggest the scaffold potential for use in bone tissue engineering.