As the key component of the musculoskeletal system, the extracellular matrix of soft connective tissues such as ligaments and tendons is a biological example of fibre-reinforced composite but with a complex hierarchical architecture. To establish a comprehensive structure-function relationship at the respective levels (i.e., from molecule to tissue) of the hierarchical architecture is challenging and requires a multidisciplinary approach, involving the integration of findings from the fields of molecular biology, biochemistry, structural biology, materials science and biophysics. Accordingly, in recent years, some of these fields, namely structural biology, aterials science and biophysics, have made significant progress in the microscale and nanoscale studies of extracellular matrix using new tools, such as icroelectromechanical systems, optical tweezers and atomic force microscopy, complemented by new techniques in simultaneous imaging and mechanical testing and computer modelling. The intent of this paper is to review the key findings on the mechanical response of extracellular matrix at the respective levels of the hierarchical architecture. The main focus is on the structure and function--the findings are compared across the different levels to provide insights that support the goal of establishing a comprehensive structure-function relationship of extracellular matrix. For this purpose, the review is divided into two parts. The first part explores the features of key structural units of extracellular matrix, namely tropocollagen molecule (the lowest level), microfibril, collagen fibril, collagen fibre and fascicle. The second part examines the mechanics of the structural units at the respective levels. Finally a framework for extracellular matrix mechanics is proposed to support the goal to establish a comprehensive structure-function relationship. The framework describes the integration of the mechanisms of reinforcement by the structural units at the respective levels of the hierarchical architecture in a consistent manner, both to allow comparison of these mechanisms and to make prediction of the interconnection of these mechanisms that can also assist in the identification of effective mechanical pathways. From a design perspective, this is a step in the direction towards the development of effective strategies for engineering materials to replace or repair damaged tissues, and for exogenous cross-linking therapy to enhance the mechanical properties of injured tissues.