The failure of most engineering materials originates from or results from the weakness of surface, which later reduces the resultant mechanical properties and shortens the service life. Inspired by the gradient structures of biological materials, in recent years, a variety of surface nanocrystallization techniques have been developed, and the gradient nanostructures with grain size continuously changing from surface nanoscale to internal microscale have been successfully prepared on the surface of engineering materials, which strengthens and protects the surface of materials and effectively solves the above problems. Based on the research results of surface nanocrystallization at home and abroad, the research progress of gradient nanomaterials of metal materials was summarized. Firstly, the latest development of surface nanocrystallization processing techniques such as gradient plastic deformation and physicochemical deposition was introduced. Secondly, the microstructures of various surface nano-materials such as gradient equiaxed nanocrystals, gradient nano-lamellae and gradient nano-twins were summarized, and the microscopic information characterization methods such as crystallographic orientation of surface grains of gradient nano-structured materials were systematically expounded. Then, the effects of gradient nanostructures on the surface strength, plasticity, strength-ductility synery, work hardening, fatigue, wear resistance, corrosion and thermal stability of engineering materials were summarized. Finally, the development trend of preparing gradient nanostructured metal materials by surface nanocrystallization technique and the challenges in engineering application were prospected.