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Subjected to an impact loading, metallic alloys usually display strain softening due to the highly localized shear deformation accompanied by temperature rise, which causes the decrease of resistance to an applied loading and even catastrophic failure. In this work, strain hardening under high-rate compressive loading is firstly achieved in a developed metallic alloy with the gradient microstructure of both phases and grain sizes. Mechanical responses at different compressive loading rates all show a unique strain hardening. Rate dependencies of yielding and strain hardening are revealed and illustrated by a modified Johnson-Cook constitutive model. Dynamic deformation and fracture are characterized as macroscopic shear with the shielded cracks. The inherent toughening mechanisms are indicated as gradient straining with phase transformation, twinning and dislocation tangling. This work demonstrates that the highly localized shear deformation accompanied by temperature rise can be prevented by the gradient microstructure with martensitic transformations, twinnings and dislocations. It is full of interest to create a feasible route of developing the strain hardenable metallic alloys under impact loadings via architecturing the gradient microstructure. Keywords: Metallic alloy, Gradient microstructure design, Impact loading, Strain hardening, Rate dependency, Dynamic fracture