Abstract: A nanocrystalline Al-Zn-Mg-Cu alloy was synthesized by mechanically milling at cryogenic temperature (cryomilling). The effect of cryomilling process on the microsturcture, phase transformation in solid, grain size and microstrain of this alloy was investigated by X-ray diffraction (XRD), optical microscopy (OM) and transmission electron microscopy (TEM). During the cryomilling, the second phase MgZn₂ was gradually disappeared and ultimately super-saturated to α-A1. With increasing milling time, the grain size of the alloy decreased sharply. Howerver there were still a few coase grains in the core of powders after low-speed (200 r·min^-1) cryomilling for 10 h. Contrastively, high speed (400 r·min^-1) cryomilling could result in more uniform nanometer grains. According to the XRD results, the average grain size was 45 nm after low speed cryomilling for 6 h and kept stable until 10 h, but the average grain size reduced to 34 nm after farther high speed cryomilling for 5 h. The microstrain increased gradually to a maximum, and then fell off along the milling processing.