We identify a new structure-property connection in the skeletal elements of the marine sponge Tethya aurantia. The skeletal elements, known as spicules, are millimeter-long, axisymmetric, silica rods that are tapered along their lengths. Mechanical designs in other structural biomaterials, such as nacre and bone, have been studied primarily for their benefits to toughness properties. The structure-property connection we identify, however, falls in the entirely new category of buckling resistance. We use computational mechanics calculations and information about the spicules’ arrangement within the sponge to develop a structural mechanics model for the spicules. We use our structural mechanics model along with measurements of the spicules’ shape to estimate the load they can transmit before buckling. Compared to a cylinder with the same length and volume, we predict that the spicules’ shape enhances this critical load by up to 30%. We also find that the spicules’ shape is close to the shape of the column that is optimized to transmit the largest load before buckling. In man-made structures, many strategies are used to prevent buckling. We find, however, that the spicules use a completely new strategy. We hope our discussion will generate a greater appreciation for nature’s ability to produce beneficial designs.