We report a kind of polymer ordered porous honeycomb structure film with enhanced mechanical strength and low density. The film is fabricated with polyimide as a basic structure and nano-clay as the enhanced layer in the honeycomb walls, which mimics the multi-scale structure of natural honeycombs. After examining the mechanical properties of the bio-inspired honeycomb structures with different contents of clay, we find that the hardness of the honeycomb films increases with increasing clay content, and reaches a maximum value of 0.037GPa on average, which is about 5 times that for the honeycomb film without clay. Because of the existence of the porous structure, the bulk density of the multiscale bio-inspired honeycomb structure films fabricated with the solution containing 0.9 wt% clay content is 35.7% of the honeycomb structure films fabricated with the solution without clay, and the apparent density of the honeycomb structure films fabricated with the solution containing 0.9 wt% clay content is 67.5% of the honeycomb structure films fabricated with the solution without clay, and the porosity increases by 45.6%. In addition, the study of the thermal properties indicates that the porous structure does not decrease the thermal stability of the original materials. Meanwhile, the introduction of the clay into the film can increase the thermal stability of the materials slightly. So this kind of multiscale bio-inspired honeycomb structure, with high mechanical strength, low density and excellent thermal stability, is considered to have wide applications in the areas of tissue engineering, aeronautical materials, separation films in lithium-ion batteries, and so on.