Ultra-thin high density polyethylene (HDPE) parts with two different molecular weights were prepared by microinjection molding (MIM). The dependence of crystalline morphology and orientation, as well as the resulting mechanical properties of the samples, on molecular weight is described. The toughness of the high-molecular-weight (HMW) sample was over 2 times that of the low-molecular-weight (LMW) one, in parallel with a significant increase of tensile strength. Microstructure characterizations, including differential scanning calorimetry (DSC), wide-angle X-ray diffraction (WAXD) and small-angle X-ray scattering (SAXS), were performed to investigate the variations of the microstructure. It is suggested that the increased crystallinity and higher degree of both molecular and lamellar orientation were beneficial to the enhancement of strength of the HMW sample. SAXS results showed that a highly oriented crystalline structure, i.e. shish-kebabs, were formed in parts of both of the two HDPE. Furthermore, a larger number of shish and kebab structure or lamellae was formed in the HMW sample due to the fact that the crystallinity was increased and the lamellar thickness and lateral crystallite size was reduced. Therefore, a stronger physical cross-linking network was formed in the HMW sample because of the increased connection points, which was in favor of the notable improvement of toughness. We suggest this issue is of great significance for achieving materials with high performance by tailoring the microstructure.