High-performance refractory alloys with ultrahigh strength and ductility are in demand for a wide range of critical applications, such as plasma-facing components. However, it remains challenging to increase the strength of these alloys without seriously compromising their tensile ductility. Here, we put forward a strategy to “defeat” this trade-off in tungsten refractory high-entropy alloys by stepwise controllable coherent nanoprecipitations (SCCPs). The coherent interfaces of SCCPs facilitate the dislocation transmission and relieve the stress concentrations that can lead to premature crack initiation. As a consequence, our alloy displays an ultrahigh strength of 2.15 GPa with a tensile ductility of 15% at ambient temperature, with a high yield strength of 1.05 GPa at 800 °C. The SCCPs design concept may afford a means to develop a wide range of ultrahigh-strength metallic materials by providing a pathway for alloy design.