Mercury is one of the most hazardous pollutants in the environment. In this paper, the structural change of human hair induced by mercury exposure was studied. Human hair samples were, respectively, collected from the normal Beijing area and the Hg-contaminated Wanshan area of the Guizhou Province, China. Inductively coupled plasma mass spectroscopy was used to detect the element contents. A small angle X-ray scattering technique was used to probe the structural change. Three reflections with 8.8, 6.7, and 4.5 nm spacing were compared between the normal and the Hg-contaminated hair samples. The results confirm that the 4.5 nm reflection is from the ordered fibrillar structure of glycosaminoglycan (GAG) in proteoglycan (PG) that composes the matrix around the intermediate filaments. The increase of Ca content makes the regular oriented fibrillar structure of GAG transform to a random oriented one, broadening the angular extent of the reflection with 4.5 nm spacing. However, overdose Hg makes the core proteins where the ordered fibrils of GAG are attached become coiled, which destroys the ordered arrangements of fibrillar GAG in PG, resulting in the disappearance of the reflections with 4.5 nm spacing. The disappearance of the 4.5 nm reflection can be used as a bioindicator of overdose Hg contamination to the human body. A supercoiled-coil model of hair nanoscale structure and a possible mechanism of mercury effect in human hair are proposed in this paper.