A ceramic–steel composite structure which consists of Si3N4 ceramic bars and twinning-induced plasticity (TWIP) steel matrix was prepared using lost foam casting method. Microstructural analysis indicated that the ceramic bars and TWIP steel matrix can form favorable and tight interface. A comparison of mechanical properties between the composite structure and TWIP steel matrix was made. Results show that the bending strength increased from 388 to 805 MPa compared with TWIP steel matrix. The influence of annealing heat treatment on the bending strength of this new type of composite structure was also discussed.