In this article the supermolecular structure and mechanical properties of poly(acrylonitrile-acrylamide-acrylic acid)/poly(vinyl alcohol) [P(AN-AM-AA)/PVA] intermacromolecular complex formed through hydrogen bonding were studied by means of SEM, TEM, and mechanical property testing. The experimental results show that fibrous or network structure could be formed in P(AN-AM-AA)/PVA intermacromolecular complex, and this unique supramolecular structure endows the material with much superior mechanical properties to its constituents. The tensile strength of P(AN-AM-AA)/PVA complex is as high as 3 times that of PVA, and the Young’s modulus of the complex is almost 6 times that of PVA. All the encouraging results demonstrate that intermacromolecular complexation among the polymers having complementary structures is an innovative strategy to reinforce polymer materials and, therefore, to prepare a new kind of microcomposites.