The tungsten heavy alloys with the composition of 93W-4.9Ni-2.1Fe in weight percent from the elemental powders ofW, Ni and Fe were mechanically alloyed (MA-ed). Nano-crystalline supersaturated solid solutions with grain size of 11 nm, and amorphous phase were achieved during MA. By using a combination of differential scanning calorimetry (DSC), X-ray diffraction (XRD) and energy-dispersive X-ray (EDX) analysis, phase transformation and thermal stability of mechanically alloyed 93W-4.9Ni-2.1Fe alloys were investigated. The results show that the melting point of 93W-4.9Ni-2.1Fe alloy milled for 60h decreases approximately by 220℃ compared with the unmilled powderd mixture. When sintered at 1150℃ for 30 min, tungsten heavy alloys using mechanically alloyed powders show homogeneous microstructure and ultra-fine tungsten particles of approximately 2m with high density above 95%. The matrix of tungsten heavy alloys, sintered at 1280℃ for 30 min using MA-ed powders, shows high W solubility about 63.72 wt.% with a large amount of volume fraction of about 0.5 of matrix.