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The residual stress significantly influences the cyclic stress response of the hierarchical nanostructured materials. An obvious tension-compression asymmetry with minimum stress in compression larger than maximum stress in tension was observed in gradient nanograined (GNG) Cu under straincontrolled high-cycle fatigue tests, which gradually diminished with increasing cycles or after being annealed at a low temperature. The observed asymmetric response is primarily induced by the presence of the residual compressive stress in the GNG surface layer. The longer fatigue life can be achieved in GNG Cu with a higher residual stress, compared to that of annealed GNG Cu. IMPACT STATEMENT Obvious tension-compression asymmetry was observed in cyclically deformed gradient nanograined Cu under strain control, caused by the residual compressive stress in the GNG surface layer.