Here an inverse gradient structure (IGS) is processed by induction heat treatment on ultrafine-grained substrate, and a multi-gradient structure (MGS) is gained by surface mechanically peening treatment on IGS material. The grain size distributions of coarse-ultrafine and nanostructure-coarse-ultrafine gradient from surface to interior are identified in IGS and MGS materials, respectively. Gradient structures maintain reasonable elongation and at the same time display 3–4 times higher yield strength as compared with homogeneous coarse-grained counterpart, indicating improved strength-ductility synergy. Moreover, it is found that the fracture of gradient structures depends largely on the high internal stress caused by the heterogeneous deformation of layers.