The thecosomes are a group of planktonic pteropods with thin, 1 mm-sized aragonitic shells, which are known to possess a unique helical microstructure consisting of interlocking nanofibres. Here we investigate the detailed hierarchical structural and mechanical design of the pteropod Clio pyramidata. We quantify and elucidate the macroscopic distribution of the helical structure over the entire shell (B1 mm), the structural characteristics of the helical assembly (B10-100 mm), the anisotropic cross-sectional geometry of the fibrous building blocks (B0.5-10 mm) and the heterogeneous distribution of intracrystalline organic inclusions within individual fibres (o0.5 mm). A global fibre-like crystallographic texture is observed with local in-plane rotations. Microindentation and electron microscopy studies reveal that the helical organization of the fibrous building blocks effectively constrains mechanical damages through tortuous crack propagation. Uniaxial micropillar compression and cross-sectional transmission electron microscopy directly reveal that the interlocking fibrous building blocks further retard crack propagation at the nanometre scale.