We introduced complexly coupled modified KdV (ccmKdV) equations, which could be derived from a two-layer fluid model [Yang and Mao, Chin. Phys. Lett. 25, 1527 (2008); Hu, J. Phys. A: Math. Theor. 43, 185207 (2009)], and used the Miura transformation to construct expressions for their alternative Lax pair representations. We derived a Lagrangian-based approach to study the Hamiltonian structures of the ccmKdV equations and observed that the complexly coupled mKdV equations have an additional analytic structure. The coupled equations were characterized by two alternative Lagrangians not connected by a gauge term. We examined how the alternative Lagrangian descriptions of the system affect the bi-Hamiltonian structures.