A transparent, nano-composite material and methods for making structures from this material are provided. In one embodiment, the material is made from a polycrystalline matrix containing dispersed particles of a harder material. The particles are less then about 100 nm. In other embodiments, methods for making structures from the material are provided. In one aspect, the methods include blending precursor powders for the matrix and reinforcing phases prior to forming and sintering to make a final structure. In other aspects, a precursor powder for the matrix is pressed into a green shape, which is partially sintered and exposed to a solution containing a precursor for the reinforcing phase, prior to be sintered into the final material. In another aspect, the precursor powder for the matrix is coated with a sol-gel precursor for the reinforcing material, then pressed into a green shape and sintered to form the final structure.