Thermoplastic polyurethane elastomers enjoy an exceptionally wide range of applications due to their remarkable versatility. These block co-polymers are used here as an example of a structurally inhomogeneous composite containing nano-scale gradients, whose internal strain differs depending on the length scale of consideration. Here we present a combined experimental and modelling approach to the hierarchical characterization of block co-polymer deformation. Synchrotron-based small- and wide-angle X-ray scattering and radiography are used for strain evaluation across the scales. Transmission electron microscopy image-based finite element modelling and fast Fourier transform analysis are used to develop a multi-phase numerical model that achieves agreement with the combined experimental data using a minimal number of adjustable structural parameters. The results highlight the importance of fuzzy interfaces, that is, regions of nanometre-scale structure and property gradients, in determining the mechanical properties of hierarchical composites across the scales.