The conversion efficiency ($zT$) of thermoelectric (TE) materials has been enhanced over the last two decades, but their engineering applications are hindered by the poor mechanical properties, especially the low strength at working conditions. Here we used density functional theory (DFT) to show a strength enhancement in the TE semiconductor InSb arising from the twin boundaries (TBs). This strengthening effect leads to an 11% enhancement of the ideal shear strength in flawless crystalline InSb where this theoretical strength is considered as an upper bound on the attainable strength for a realistic material. DFT calculations reveal that the directional covalent bond rearrangements at the TB accommodating the structural mismatch lead to the anisotropic resistance against the deformation combined with the enhanced TB rigidity. This produces a strong stress response in the nanotwinned InSb. This work provides a fundamental insight for understanding the deformation mechanism of nanotwinned TE semiconductors, which is beneficial for developing reliable TE devices.