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The trade-off of strength and ductility of metals has long plagued materials scientists. To resolve this issue, great efforts have been devoted over the past decades to developing a variety of technological pathways for effectively tailoring the microstructure of metallic materials. Here, we review the recent advanced nanostructure design strategies for purposely fabricating heterogeneous nanostructures in crystalline and non-crystalline metallic materials. Several representative structural approaches are introduced, including (1) hierarchical nanotwinned (HNT) structures, extreme grain refinement and dislocation architectures etc. for crystalline metals; (2) nanoglass structure for non-crystalline alloys, i.e. metallic glasses (MGs); and (3) a series of supra-nano-dual-phase (SNDP) nanostructures for composite alloys. The mechanical properties are further optimized by manipulating these nanostructures, especially coupling multiple advanced nanostructures into one material. Particularly, the newly developed SNDP nanostructures greatly enrich the nanostructure design strategies by utilizing supra-nano sized crystals and MGs, which exhibit unique size and synergistic effects. The origins of these gratifying properties are discussed in this review. Furthermore, based on a comprehensive understanding of microscopic mechanisms, a broad vision of strategies towards high strength and high ductility are proposed to promote future innovations.