The connection between components is usually a relatively weak area. Unreasonable connection methods can easily reduce the strength of components, leading to unpredictable failure modes. Diabolical ironclad beetle’s elytra jigsaw connections have excellent mechanical properties, mainly due to its unique interlocked interface structure. Firstly, the additive-manufactured interlocked interface structures of different geometric shapes are studied by experiments. It is found that the tensile performance is mainly affected by the ratio of the long and short axes of the mortise and tenon, the connection angle between the mortise and tenon, and the number of mortise and tenon lengths in a single position. The optimal tensile performance is achieved when the angle between the mortise and tenon is 25°, and the axes ratio is 1:2. Secondly, numerical simulations are conducted using LS-DYNA software to investigate the failure mechanisms of connection structures with different shapes. The brittle fracture mode arises when the connection angle exceeds 20°. Progressive failure mode occurs when the connection angle of the elliptical mortise and tenon is 20°, and the axes ratio is less than 1:2. The elastic deformation and frictional sliding between the mortise and tenon could effectively enhance the toughness of connections.