The diversities in crystalline structure and the hierarchical features of the structures in metals lead to their distinguished deformation behaviour, elastic properties, magnetic properties, electric properties, mechanical properties, etc. In the research of metallic materials, the linkage of structure-processing-property is considered as the very important principle to understand the alloys. Following this basic principle, one can further design, select and assess suitable materials for a specific application. This research work will present several nano-engineering concepts that offer new opportunities to design and engineer the novel high performance steels into hierarchical structures with tailored properties. The multi-scale characterization (e.g. APT, TEM, in situ Synchrotron X-ray diffraction, neutron scattering, etc.) of the hierarchical features in a correlative manner from atomic scale to millimetre scale will be focused. New methods that aid controlling the process of phase transformation during deformation and/or thermal treatment in the steels will be discussed.