The B4 phase of bent-core liquid crystals has been shown to be an assembly of twisted layers stacked to form helical nanofilaments. Interestingly, some of them have structural colours that cannot be explained by the nanofilaments alone. Here cryogenic-transmission electron microscopy observations on 40-120 nm films of four bent-core liquid crystal materials show that the filaments are present even in contact with a carbon substrate with only minor deformation, thus representing bulk properties. We find that the subsequent arrays of nanofilaments are not parallel to each other, but rotate by an angle of 35-40° with respect to each other. This doubly twisted structure can explain the structural colour. Being principally different from the packing of molecules in the twist grain boundary and blue phases, the double-twist structure of helical nanofilaments expands the rich word of nanostructured organic materials.