Impact accidents cause great damage to lives and properties because the destructiveness, direction, and action mode of impact loadings can hardly be predicted. Ordinary thin-walled tube systems for energy absorption require outside constraints or inside fasteners to avoid tube splashing, which affects the modifiability of the systems and limits their application in emergencies. In an effort to break through this limitation, inspired by windmill, a novel omnidirectional self-locked energy absorption system has been proposed. The proposed system is made up of thin-walled tubes with windmill-liked cross section, which are specially designed to interlock with adjacent tubes and thus provide constraints among individual tubes to resist impact loadings in spatial arbitrary directions. The spatial omnidirectional self-locking capability of the windmill-inspired system is demonstrated under distributed and concentrated impact loadings. Moreover, the windmill-inspired system shows higher energy absorption efficiency than that of the widely used round tube system and previous self-locked system under loadings in various directions, and their energy absorption properties can be further improved by combining with the round tube system, adjusting the geometric parameter of each tube and designing the arrangement of tubes with different properties in the system. This work may shed light on the energy absorption system design and expand the application of self-locked energy absorption systems.