Most of the high-strength Mg alloys exhibit poor ductility at room temperature. Architecturing appropriate heterostructure in metallic materials gives rise to the breakthrough of the inherent strength-ductility trade-off dilemma. Here, we prepared a novel multiscale hetero-structure in Mg-9Al-1 Zn (AZ91) alloy, consisting of bimodal-structured center-region and fine-grained surface-layer, providing high strength and high ductility, i.e. yield strength of ∼303 MPa, tensile strength of ∼400 MPa, and elongation of ∼14.5 %. The multiscale microstructural heterogeneities were induced via a simple rolling process that combines the advantages of both accumulative rolling bonding (ARB) and hard plate rolling (HPR). By utilizing quasi-in-situ electron backscattered diffraction (EBSD)-digital image correlation (DIC) characterizations combined with the determination of dislocation/disclination distributions, it has been found that diversified strain accommodation mechanisms are stimulated by the strain incompatibilities near hetero-interfaces in the multiscale hetero-structure. In particular, non-basal slips have been activated largely in both the bimodal-structured center-region and fine-grained surface-layer. Moreover, a unique slip trace distribution has been observed in the fine grains adjacent to the basal-oriented coarse grain. Such a strain accommodation can better coordinate local strain incompatibility among the hetero-interface. The uniaxial loading–unloading–reloading tensile loop tests demonstrate that the multiscale heterogeneities impart a pronounced hetero-deformation induced hardening during tensile deformation. Multiple deformation modes, including the non-Schmid and non-basal slips, have been activated substantially in the multiscale hetero-structured Mg alloy, effectively relaxing local stress concentration and achieving stable plastic flow at a high-stress state, which is beneficial to improving strain-hardening ability and strength-ductility synergy. Our work could shed light on designing and processing strong and ductile Mg alloys, by tailoring proper microstructural heterogeneity to activate cooperated accommodating deformation modes.