A three-dimensional (3D) composite structure and a method of making the same. In one embodiment, the 3D composite structure includes a 3D ordered microstructure and a second continuous material. The 3D ordered microstructure includes first truss elements defined by first self-propagating polymer waveguides and extending along a first direction, second truss elements defined by second self-propagating polymer waveguides and extending along a second direction, and third truss elements defined by third self-propagating polymer waveguides and extending along a third direction. The first, second, and third truss elements interpenetrate each other at nodes to form a first continuous material with the three-dimensional ordered microstructure. In addition, the second continuous material has different physical properties than the first continuous material and shares an interface with the three-dimensional ordered microstructure, and wherein the interface is everywhere continuous.