Oxide dispersion strengthened (ODS) ferritic steels are the most promising candidate structural materials for next-generation nuclear energy systems due to their high temperature stability and strength, and resistance to radiation-induced swelling. The manufacturing technology of ODS ferritic steels is based on powder metallurgy routes commonly involving mechanical alloying (MA) followed by consolidation, such as hot isostatic pressing (HIP) or hot extrusion. In order to enable the safe and efficient operation of current and future nuclear energy systems, improving their powder metallurgy techniques is important to further secure the material soundness at operating temperatures above 923 K. In this work, nano-micro structure control of high-Cr MA/ODS ferritic steels has been investigated to improve their ductility at elevated temperature. Four kinds of Al-Zr added high-Cr ODS ferritic steels have been produced by MA followed by vacuum hot pressing (VHP) or hot extrusion at a temperature of 1423 K. Argon gas is usually used as a milling atmosphere of MA for the manufacturing of ODS ferritic steels. In our group, hydrogen gas is also used as an MA atmosphere. All alloyed powders and solidified steels, processed in argon and hydrogen during MA, are denoted as MA/ODS-Ar and MA/ODS-H. As for alloyed powders, MA/ODS-Ar and MA/ODS-H powders after MA for 48 h exhibit roughly a monomodal particle size distribution (PSD) with size ranging from 1.5 to 55 µm. When MA is performed in hydrogen, the PSD peak width becomes narrower and the peak position shifts toward smaller sizes. As for solidified steels produced by VHP, hydrogen entrapped in the powder particles during MA inhibits phase segregation and grain growth and gives an uniform microstructure in MA/ODS-H steels, which depends on the size and PSD of the alloyed powder. On the one hand, coarse aluminum oxide inclusions (<2 µm in size), medium aluminum nitride (<1 µm in size), and fine zirconium oxide particles (several tens to several hundreds nm in size) exist in/on prior particle boundaries (PPBs) of MA/ODS-Ar steels. As a result, the size of those dispersoids is notably reduced by changing the MA atmosphere from argon to hydrogen, which is attributed to the redox reaction that occurred between dispersoids and hydrogen or other combustible gases during VHP. In addition to this, as for solidified steels produced by hot extrusion, no bubble formation is found at all in MA/ODS-H steels, while argon bubbles (<100 nm in size) can be observed in MA/ODS-Ar steels. Tensile tests conducted at 973 K indicate that an efficient improvement in high temperature ductility of the high-Cr MA/ODS ferritic steels can be achieved by the nano-micro harmonic structure control, suggesting that may be a critical technology for the R&D of ODS ferritic steels.