<p>Hierarchical multi-heterostructures were synthesized via a subsequent alloying process using Mg₉₀Y₁₀ or Mg₉₀Al₁₀ melt, based on a 3D interconnected FeCr–Mg composite developed through liquid metal dealloying (LMD) in a pure Mg melt. During the first immersion in the LMD process, Ni selectively dissolved from a (Fe₈₀Cr₂₀)₅₀Ni₅₀ precursor into the pure Mg melt, resulting in the formation of a 3D interconnected FeCr–Mg composite. The subsequent alloying with Y or Al in Mg melt induced distinct microstructural evolutions and mechanical properties. Y did not react with the FeCr ligaments but instead incorporated a secondary plate-shaped Mg₂₅Y₄ intermetallic phase within the soft Mg region. In contrast, Al addition caused significant microstructural modifications, including the formation of a thick Al-alloyed layer at the solid ligament and an ordered <i>B2</i> phase. Particularly, the Al alloying reaction within the ligament increased the volume fraction of the solid phase during the subsequent alloying process. Furthermore, the Al-alloyed layer acted as a heterogeneous nucleation site during solidification, leading to the formation of Mg nanograins with a fine lamellar β-Mg₁₇Al₁₂ phase. The 3D interconnected multi-heterostructures, FeCr–(Mg–Mg₂₅Y₄) and FeCr–(FeCrAl)–(Mg₉₀Al₁₀), exhibited distinct mechanical properties compared to the unimodal FeCr–Mg composite, demonstrating higher yield strength and ultimate tensile strength. These findings underscore the potential of hierarchical 3D interconnected multi-heterostructures for enhancing the mechanical performance of advanced composite materials through tailored alloying strategies.</p>