Materials of a gradient structure have been shown to possess both high strength and high ductility. To date, materials of a gradient structure can only be produced in small quantities. In this paper, we report a novel ‘cyclic skin-pass rolling’ (CSPR) technique capable of producing sheets of gradient structure in large quantities. Both experimental and analytical/numerical investigations are reported. In the experiments on aluminium sheets, the outer layer was subjected to 40 passes of CSPR with a reduction ratio of 1% per pass. After CSPR, the sample surface shows an ultrafine-grained microstructure with a mean grain size of 206 nm, while the annealed microstructure is retained in the core of the sample. Compared with cold-rolled aluminium sheets fabricated with the same total reduction ratio, CSPR-processed aluminium sheets have the same yield stress but improved uniform elongation (2.4 times). The scanning electron microscopy was used to study the fracture surface, and The transmission electron microscopy to examine the microstructure near the fracture end, in order to analyse the improvement in ductility. In addition, the finite element method was used to simulate the roll-sample contact pressure and strain distribution as well as residual stress on the sheet surface during CSPR, and to better understand the mechanism leading to improvement of ductility of the sheets by the CSPR technique.