The strength-plastic inversion generally exists in the traditional metals with uniform or random microstructure, while the gradient nanostructured metals exhibit excellent comprehensive mechanical properties due to the gradient change of grain size and the coordination of different characteristic sizes during deformation. In recent years, the design theory, preparation method and deformation mechanism of the heterostructures composed of heterogeneous regions with different properties have been gradually improved. In this paper, the classification and preparation methods of heterostructure metals, such as gradient structure, bimodal structure, harmonic structure, heterogeneous layered structure, dispersed nano-domain and layered nano-twin structure, are summarized. Combined with the non-uniform plastic deformation behavior of gradient nanostructured metal during stress loading, the strengthening and toughening mechanisms of gradient nanostructured metal are summarized, including gradient plasticity, geometrically necessary dislocation, mechanically driven grain coarsening, surface residual stress, surface disturbance and shear band behavior, and the challenges faced by its future development are discussed.