Materials scientists and engineers have long had full and confident skill in conceiving and developing materials microstructure custom designed at micron scale. In metallurgy, oxide dispersions of 1 mum in scale have provided dramatic properties improvements. In ceramic, the tetragonal zirconia polycrystals with grain size around 0.5 mum have offered strength improvements and toughness increase of up to a factor of 10. To go to nanostructure is the today challenge. Nanoscale structures would include those materials where deliberate microstructural engineering has been attempted with structural features up to 50 nm. Beneficial results have been obtained by the addition of a few to a few tens of nanometer diameter/size particles in the conventional materials (mechanism similar to precipitation hardening), but these materials are not included in Nanostructured Material Ceramics (NsMC). Nanostructured materials are composed of equiaxied nano-sized crystallites. Depending on chemical composition, two families of NsMC can be defined. The family where all the nanocrystallites and interfacial regions have the same composition: this family is the real NsMC. The second family is obtained if a compositional variation occurs between crystallites and the interfacial regions: these NsMC are named nano-nano composites (NNCs) and are the most common NsMC. The hardness, toughness, strength and fracture resistance for creep and fatigue are strongly improved in NsMC and NNCs. New features of ceramic materials, such as machinability and superplasticity, have been observed for the nano-nano composites (NNCs). The present level of experimental results and theoretical understanding of mechanical behaviour of the NsMC and NNCs are critically reviewed in this paper.