Ambient and cryogenic surface mechanical attrition treatments (SMAT) are applied to bcc iron plate. Both processes result in significant surface grain refinement down to the ultrafine-grained regime; the cryogenic treatment results in a 45% greater grain size reduction. However, the refined region is shallower in the cryogenic SMAT process. The tensile ductility of the grain size gradient remains low (<10%), in line with the expected behavior of the refined surface grains. Good tensile ductility in a grain size gradient requires the continuation of the gradient into an undeformed region.