We describe the current state of knowledge about Mercury's interior structure. We review the available observational constraints, including mass, radius, density, gravity field, spin state, composition, and tidal response. These data enable the construction of models that represent the distribution of mass inside Mercury. In particular, we infer radial profiles of the pressure, density, and gravitational acceleration in the core, mantle, and crust. We also examine Mercury's rotational dynamics and the influence of an inner core on the spin state and the determination of the moment of inertia. Finally, we discuss the wide-ranging implications of Mercury's internal structure on its thermal evolution, surface geology, capture into a distinctive spin-orbit resonance, and magnetic field generation.