For nanoscale devices and structures, interface phenomena often dominate their overall thermal behavior. The feature scale of material interfaces usually originate from nanometer length and present a hierarchical nature. Considering to the limitations of the continuum mechanics on the characterization of nano-scale, the multiscale model featuring the interface could be very important in materials design. The purpose of this review is to discuss the applications of multiscale modeling and simulation techniques to study the mechanical properties at materials interface. It is concluded that a multi-scale scheme is needed for this study due to the hierarchical characteristics of interface.