Molecular dynamic (MD) simulations were used to investigate the mechanical behavior (elastic moduli and compressive strength) of self-similar hierarchical honeycomb aluminum (SSHHA) subjected to in-plane and out-of-plane compressive loadings. The influence of relative density, hierarchy order, and length ratio on mechanical properties of SSHHA were especially investigated. The MD results show that, both the in-plane and out-of-plane elastic moduli of SSHHA decrease with the decrease of relative density. A modified Gibson model was proposed to consider the surface effect in nano SSHHA, which shows a good agreement with the MD results. Moreover, by comparing the deformation mechanism of the SSHHA with different orders, it is found that, the mechanical properties can be optimized in the hierarchical structures by connecting a hexagon at the angular point of the 1
st honeycomb structure. Compared to the 1
st order honeycombs, more dislocations are generated in the 2
nd and 3
th honeycomb structures under compression loadings, resulting in greater energy absorption capacity. The results also indicate that, in the case where the relative density and length ratio are constant, the 2
nd nano SSHHA has the best comprehensive mechanical properties. In other words, the mechanical behavior of nano SSHHA cannot be infinitely enhanced by increasing the number of orders. In the end, the MD results show that, in the case where the relative density is constant, when the length ratios are 0.3 and 0.4 respectively, the 2
nd SSHHA has the best in-plane and out-plane mechanical properties, respectively. This study is helpful for the optimal design of SSHHA with enhanced performance.