Inspired by the gradient structures of biomaterials in nature, the gradient strategy has also been explored for engineering metallic materials. Various gradient nanostructured materials exhibit unprecedented mechanical properties, such as strength-ductility synergy, extraordinary strain hardening and enhanced fracture and fatigue resistance, which do not exist in materials with homogeneous or random mixed microstructures. In this talk, I aim at reviewing a critical assessment of the state of the art of a few gradient nanostructured materials, like gradient nanograined (GNG) and dual-gradient nanotwinned (GNT) Cu, as well as gradient cell-structured high entropy alloys, covering topics ranging from fabrication, mechanical property characterization and underlying deformation mechanism investigation. We discuss various deformation behaviors induced by structural gradients, stress/strain gradients, new dislocation structures and interactions to unravel the mechanistic origin of extra strengthening and work hardening associated with gradient structures. The findings offer a promising paradigm for tailoring properties with gradient structures at nanoscale and advance our fundamental understanding of the intrinsic deformation mechanism of gradient nanostructured materials.