Three different types of characteristic structures-microcells, nanoclay, and crystallite lamella-exist in injection molded polyamide-6 microcellular nanocomposites. These structures are in completely different scales. The spatial orientation of these microscale structures crucially determines the material's bulk properties. Based on scanning electron microscopy, transmission electron microscopy, and two-dimensional X-ray diffractometry measurements, it was found that the nanoclay and the crystallite formed special geometric structures around the microcells and near the part skins. The nanoclay platelets lay almost parallel to the surfaces of the molded parts. Preferred orientation of the crystallites was induced by the presence of the nanoclay. A molecular-based model is proposed to describe the structural hierarchy and correlations among the microcells, nanoclay, and crystallite lamella. From the small-angle X-ray scattering experiments, it was found that microcellular injection molding produces relatively smaller crystallite lamella than that of conventional injection molding, and that for both solid and microcellular neat resin parts the crystallite lamella thickness at the part skin is smaller than that at the core. Polarized optical microscopy results also indicated that the size of crystallites in the microcellular neat resin and nanocomposite parts is smaller than that in the corresponding solid parts.