The biological performance of artificial biomaterials is closely related to their structure characteristics. Cell adhesion, migration, proliferation, and differentiation are all strongly affected by the different scale structures of biomaterials. Silk fibroin (SF), extracted mainly from silkworms, has become a popular biomaterial due to its excellent biocompatibility, exceptional mechanical properties, tunable degradation, ease of processing, and sufficient supply. As a material with excellent processability, SF can be processed into various forms with different structures, including particulate, fiber, film, and three-dimensional (3D) porous scaffolds. This review discusses and summarizes the various constructions of SF-based materials, from single structures to multi-level structures, and their applications. In combination with single structures, new techniques for creating special multi-level structures of SF-based materials, such as micropatterning and 3D-printing, are also briefly addressed.