Duck down, as a natural keratin material, has been widely used as a filling material. The multilevel bifurcation structure of down has been observed and characterized through scanning electron microscopy. The structure is a complex fractal structure composed of four-level self-similar structures including five units, that is, the calamus, main barb, barb, barbule, and node or prong. The differential friction effect of the dynamic friction coefficients of the barb was reduced from 0.4 (dry state) to 0.23 (wet state), namely a decrease of 42.5%. The friction locking effect decreases due to the swelling of the fiber diameter. The down is zero gravity in water, and under the action of vibration and internal stress, down that has been subjected to friction or heat setting treatment can quickly return to its original shape in water. This shape memory mechanism was further confirmed, in which down after heat setting can restore its shape to the natural state by shaking it quickly and vigorously. This research provides inspiration to investigate more complicated functions of natural materials and encourages the creation of very intelligent synthetic polymers.