When vigorous goats are running and jumping, their leg bones play a crucial role in dynamic loading. The hierarchical structure of diverse tissues at different length scales is commonly used to account for the superior mechanical properties of bone. Yet, how the goat tibia achieves its remarkable function remains mostly unknown. Scanning electron microscopy was employed to image the multi-scale microstructure of the cortical bone in goat tibia. A new processing method was utilized during the preparation of one of the three kinds of samples. The transverse and longitudinal sections of the cortical bone were observed thoroughly, and high-quality images of the internal organizations are acquired. Some interesting findings, including the two-layered character of cortical bone and the microstructure near osteocyte lacunae, are discussed. A three-dimensional three-level hierarchical structure is found accordingly. Then, the cushioning mechanisms are discussed by analyzing the structure-function relationships of the bone tissues. Finally, a structural model of biomimetic composite is proposed based on the authors' insights into the constitution of cortical bone, which is expected to inspire engineers to design load-bearing structures with excellent mechanical performance.