Multiple deformed substructures including dislocation cells, nanotwins (NTs) and martensite were introduced in super austenitic stainless steels (SASSs) by cryogenic rolling (Cryo-R, 77 K/22.1 mJ·m−2). With the reduction increasing, a low stacking fault energy (SFE) and increased flow stress led to the activation of secondary slip and the occurrence of NTs and martensite nano-laths, while only dislocation tangles were observed under a heavy reduction by cold-rolling (Cold-R, 293 K/49.2 mJ·m−2). The multiple precursors not only possess variable deformation stored energy, but also experience competition between recrystallization and reverse transformation during subsequent annealing, thus contributing to the formation of a heterogeneous structure (HS). The HS, which consists of bimodal-grained austenite and retained martensite simultaneously, showed a higher yield strength (~1032 MPa) and a larger tensile elongation (~9.1%) than the annealed coarse-grained Cold-R sample. The superior strength–ductility and strain hardening originate from the synergistic effects of grain refinement, dislocation and hetero-deformation-induced hardening.