Living organisms have developed design principles, such as functional gradients (FGs), to interface hard materials with soft ones (e.g., bone and tendon). Mimicking such design principles can address the challenges faced when developing engineered constructs with soft-hard interfaces. To date, implementing these FG design principles has been primarily performed by varying the ratio of the hard phase to that of the soft phase. Such design approaches, however, lead to inaccurate mechanical properties within the transition zone. That is due to the highly nonlinear relationship between the material distribution at the microscale and the macroscale mechanical properties. Here, we 3D print micro-bricks from either a soft or a hard phase and study the nonlinear relationship between their arrangements within the transition zone and the resulting macroscale properties. We carry out experiments at the micro- and macroscales as well as finite element simulations at both scales. Based on the obtained results, we develop a co-continuous power-law model relating the arrangement of the micro-bricks to the local mechanical properties of the micro-brick composites. We then use this model to rationally design FGs at the individual micro-brick level and create two types of biomimetic soft-hard constructs, including a specimen modeling bone-ligament junctions in the knee and another modeling the nucleus pulposus-annulus fibrosus interface in intervertebral discs. We show that the implemented FGs drastically enhance the stiffness, strength, and toughness of both types of specimens as compared to non-graded designs. Furthermore, we hypothesize that our soft-hard FGs regulate the behavior of murine preosteoblasts and primary human bone marrow-derived mesenchymal stromal cells (hBMSCc). We culture those cells to confirm the effects of soft-hard interfaces on cell morphology as well as on regulating the expression of focal adhesion kinase, subcellular localization, and YAP nuclear translocation of hBMSCs. Taken together, our results pave the way for the rational design of soft-hard interfaces at the micro-brick level and (biomedical) applications of such designs.