Gradient nano-grained (GNG) structure has been developed to solve the notable dilemma of the strength-ductility. However, the surface plastic strain-induced grain refinement often results in cracking or peeling of materials when overloaded. This study proposed a bending compensated surface mechanical grinding treatment (BC-SMGT) for thin metallic sheets, where the elastic bending dynamically compensates the perpendicular indentation-induced penetration. This unique deformation feature results in gradient nanostructured layers, with a grain size ranging from ∼80 nm to a few microns in a pure Cu sheet processed at both room temperature (RT) and cryogenic temperature (CT). A relatively thicker deformation layer and smaller top surface grain size in the CT Cu sample yields better strength-ductility synergy than that in the RT Cu sample, which benefits from the preserved nanograins. Our results advance the fundamental understanding of this newly developed deformation technique and enlighten the future application of GNG structures in metallic sheets at industrial scale.