Heterogeneous structures are an effective way to give materials excellent combined strength-ductility properties. In this study, Cu–Zn–Al–Fe alloys were prepared by homogenizing and hot rolling-annealing, and an α+β diphase brass with harmonic structure was obtained by adjusting the content of Zn. The microstructure and mechanical properties of Cu-xZn-4Al-2.8Fe (x = 14, 20, 22.5, 24, wt%) were systematically investigated. The Cu–Zn–Al–Fe alloy has an α single-phase matrix at 14 wt% Zn and an α+β diphasic matrix at 20, 22.5, and 24 wt% Zn, all uniformly distributed with nano β(FeAl). A large amounts of twins are produced after rolling in α phase that has a low stacking fault energy. The Cu–20Zn–4Al-2.8Fe alloy exhibits a unique harmonic structure of the α-phase soft cores embedded in α+β biphasic hard shells. This alloy exhibits an excellent strength-ductility combination at room temperature, possessing an ultimate tensile strength of 473.7 MPa while maintaining a total elongation of 50.7%. Increases total elongation by 30.3% while maintaining high strength compared to homogeneous alloys (22.5 wt% Zn). While α single-phase alloy (14 wt% Zn) exhibits excellent plasticity (total elongation of 58.0%), their strength is not satisfactory (ultimate tensile strength of 419.7 MPa). In contrast, too much Zn (24 wt% Zn) produces a high proportion of β phase, which exhibits high strength (ultimate tensile strength of 507.9 MPa) and relatively poor plasticity (total elongation of 22.8%). Overall, the Cu–20Zn–4Al-2.8Fe alloy with a harmonic structure achieves excellent overall mechanical properties due to twinning, precipitation strengthening, and hetero-deformation induced (HDI) strengthening. This study provides an essential reference for designing heterogeneous structures of brass alloys.