In natural systems, directed self-assembly of structural proteins produces complex, hierarchical materials that exhibit a unique combination of mechanical, chemical and transport properties. This controlled process covers dimensions ranging from the nano- to the macroscale. Such materials are desirable to synthesize integrated and adaptive materials and systems. We describe a bio-inspired process to generate hierarchically defined structures with multiscale morphology by using regenerated silk fibroin. The combination of protein self-assembly and microscale mechanical constraints is used to form oriented, porous nanofibrillar networks within predesigned macroscopic structures. This approach allows us to predefine the mechanical and physical properties of these materials, achieved by the definition of gradients in nano- to macroscale order. We fabricate centimetre-scale material geometries including anchors, cables, lattices and webs, as well as functional materials with structure-dependent strength and anisotropic thermal transport. Finally, multiple three-dimensional geometries and doped nanofibrillar constructs are presented to illustrate the facile integration of synthetic and natural additives to form functional, interactive, hierarchical networks.