Generally, strength and ductility are mutually exclusive in homogeneous metals. Nanostructured metals can have much higher strength when compared to their coarse-grained counterparts, while simple microstructure refinement to nanoscale generally results in poor strain hardening and limited ductility. In recent years, heterogeneous nanostructures in metals have been proven to be a new strategy to achieve unprecedented mechanical properties that are not accessible to their homogeneous counterparts. Here, we review recent advances in overcoming this strength–ductility trade-off by the designs of several heterogeneous nanostructures in metals: heterogeneous grain/lamellar/phase structures, gradient structure, nanotwinned structure and structure with nanoprecipitates. These structural heterogeneities can induce stress/strain partitioning between domains with dramatically different strengths, strain gradients and geometrically necessary dislocations near domain interfaces, and back-stress strengthening/hardening for high strength and large ductility. This review also provides the guideline for optimizing the mechanical properties in heterogeneous nanostructures by highlighting future challenges and opportunities.