Nature-inspired architected materials have been widely used to achieve efficient structural materials by harnessing their cellular and hierarchical structures. For example, biological materials observed in bone, shell, nacre, and wood contain constituents, ranging from nanometers to centimeters, arranged in an ordered hierarchy. Because of their composited structures that contain micro and nanoscale building blocks arranged in an ordered hierarchy and the material size effect in the mechanical strength of nano-sized solids, bioceramic materials are mechanically robust and lightweight. The design principles offered by hard biological materials of multiscale composite structures can assist in the creation of advanced ceramic architectures. In addition, the evolution of additive manufacturing technologies has enabled the fabrication of materials with intricate cellular architected materials. In this review, we discussed advanced additive manufacturing for the fabrication of nature-inspired multiscale ceramic structures by combining conformal thin-film coating technique with conventional additive manufacturing methods.