In this review, a brief presentation is first given to the hierarchical structure and mechanical behavior of bone. Then, the recent advancements in nanoscale characterization of bone ultrastructure and ingredients are discussed based on an extensive quantity of references in the literature. Moreover, computational and analytical bone mechanics at ultrastructure levels are critically reviewed with the growing body of knowledge in the field. The computational and analytical models are summarized in several categories for ease of understanding bone nanomechanics and their applicability/limitations. This review is expected to provide a well-informed foundation for the researchers interested in interrogating the complex biomechanical response of bone at its nanoscale hierarchy