The simultaneously improved strength and ductility by the heterogeneously gradient structure have been demonstrated. The conventional methods for generating gradient structures are mainly chemical or mechanical surface treatments. This study proves the possibility of producing the heterogeneously gradient structure by additive manufacturing (AM) techniques. The laser powder bed fusion technique with the rotation scanning strategy is employed for the high-strength precipitation hardening stainless steel in this study. With the same process parameters and consistent specimen dimensions, a block stacking along the transverse direction (TD) performs a multiscale gradient structure instead of the typical AM melting pool structure in a block stacking along the building direction (BD). The mechanical properties in terms of strength, strain hardening rate, and ductility are revealed by the uniaxial tensile testing. With a similar high strength, distinctly improved uniform elongation and overall ductility of the TD block have been observed. The hierarchical electron backscatter diffraction method has been developed to investigate the hierarchical microstructure heterogeneity. The microstructure heterogeneity mainly is reflected in the martensite type, decorating fcc phase morphology, gradient grain morphology including size, shape, and orientation distribution, and inner grain orientation gradient. The in-situ tension coupling micro-computed tomography technique is employed to observe the porosity and microdefects evolution. A hypothesis on the local intrinsic thermal field and history during production has been proposed to explain the correlation among printing strategy, microstructure, and plasticity. It is concluded that the formation of the gradient grain and sub-grain structures in TD samples significantly contribute to its high strength of 1200 MPa with the improved fracture strain of 10-12%, which is averagely 34% longer than the ductility of BD ones. The study might offer a new possible solution to achieve the gradient microstructure in AM metals, and further benefit to the improvement on both strength and ductility.