Copper-based high strength and high electrical conductivity nanocomposite wires reinforced by Nb nanotubes are prepared by severe plastic deformation, applied with an Accumulative Drawing and Bundling process (ADB), for the windings of high pulsed magnets. The ADB process leads to a multi-scale Cu matrix containing up to N = 854 (52.2 106) continuous parallel Nb tubes with diameter down to few tens nanometers. After heavy strain, the Nb nanotubes exhibit a homogeneous microstructure with grain size below 100 nm. The Cu matrix presents a multi-scale microstructure with multi-modal grain size distribution from the micrometer to the nanometer range. In-situ tensile tests of the nanocomposite wires under neutrons and high energy synchrotron beam shed light on the effects of the multi-scale microstructure and internal stresses on their macroscopic elastic-plastic properties, revealing that microstructure architecture offers an additional degree of freedom in the tailoring of materials properties.