Nature creates the gradient structure for a purpose: to make biological systems strong and tough to survive severe natural forces. For the grain-size gradient structure, the deformation physics is still unclear. One wonders if the grain-size gradient structure in the nano-micro-scale would also benefit materials engineered by mankind. In this talk, a universal strain hardening mechanism is revealed in the gradient structure. The grain size gradient under uniaxial tension induces a macroscopic strain gradient and converts the applied uniaxial stress to multi-axial stresses due to the evolution of incompatible deformation along the gradient depth. Thereby the accumulation and interaction of dislocations are promoted, resulting in an extra hardening and an obvious strain hardening rate up-turn. Such extraordinary strain hardening, which is inherent to gradient structures and does not exist in homogeneous materials, provides a novel strategy to develop strong and ductile materials by architecting heterogeneous nanostructures.