We employed self-consistent field theory to elucidate the mechanical properties of A(BC)(n) multiblock copolymer in hierarchical lamellae-in-lamellar structures. Extension and shear moduli as well as Young's modulus have been characterized. A remarkable improvement of elastic modulus in the process of morphology transformation from lamella to lamellae-in-lamella was discovered. The mechanical response of hierarchical lamella is also shown to be dependent on the number of small-length-scale structures. From the physical origin of the enhanced mechanical properties, it was found that internal energy and conformational entropy of BC blocks play a predominate role in improving the elastic moduli in the hierarchical lamellar structures. Our findings are in agreement with the recent experimental observations and also yield guidelines for designing hierarchical materials with improved properties.