This study evaluated the mechanical strengths of three types of orthodontic micro-implants by analyzing their structural configurations. Thirty micro-implants of three types (diameter 1.5 mm, Types A, B, C) were assessed. All micro-implants were manually driven into artificial bones at an 8-mm depth. The insertion torque (IT), pullout strength (PS), and gripping volume (GV) of each type were measured. Intergroup comparisons and intragroup correlation were investigated by statistical analysis. Type B had the greatest inner–outer diameter ratio (0.67), and Type A had the smallest (0.53). The IT of Type A (5.26 Ncm) was significantly (p = 0.038) lower than that of Type C (8.8 Ncm). There was no significant difference in the pullout strength (p = 0.868). The GV of Type A (9.7 mm3) was significant (p < 0.01) greater than Type C (8.4 mm3). Type C was significant (p < 0.01) greater than Type B (7.2 mm3). Spearman’s rho rank correlation test showed that PS of Type B was correlated significantly with GV. In conclusion, the design of thread and its GV were the important factors on the mechanical strengths of micro-implant.