In the study of hard protective coating materials, the pursuit of higher hardness often comes at the expense of reduced toughness, leading to brittle fracture failure. To address this challenge, we propose a nanoscale structural regulation strategy from the perspective of material microstructure design to resolve the trade-off between hardness and toughness. Specifically, we employed a layered deposition process to activate the "solid-state dewetting" method, successfully fabricating a 3D coherent TaC@Ta nano-core-shell micro/nano-structured coating. This structure effectively suppresses interfacial crack initiation from three dimensions and overcomes the limitations of thermal-driven phase separation methods on toughening metals, thereby avoiding hardness deterioration caused by toughening efforts. Next, we proposed an atomic-scale tailoring strategy using "high negative mixing enthalpy + high lattice distortion" to induce localized disordered clusters. This approach transforms the topologically ordered structure of transition-metal high-entropy alloys into a novel high-entropy paracrystalline structure, with sub-nanoscale sub-crystals as structural units. This innovation achieved a 100% increase in hardness and a 69.2% increase in compressive strength, along with a significant enhancement in ultimate plastic deformation capacity. Furthermore, we developed a vertically aligned "bamboo-like" nanocolumnar copper coating material reinforced by an amorphous boron framework through bottom-up growth using magnetron co-sputtering. This structure achieved an indentation hardness of 10.8 GPa while maintaining excellent strength (yield strength ~1.36 GPa, flow stress ~2.58 GPa) and ductility (failure strain exceeding 50%). This series of works demonstrates the simultaneous enhancement of hardness, strength, and toughness in coating materials through the design of 3D coherent, nanoscale sub-crystalline structures, and "bamboo-like" structures. These findings provide new insights and approaches for the microstructural design and fabrication of toughened structural coating materials.