The relationship between the macroscopic non-linear mechanics and the microscopic crystal structural evolution of pre-oriented high-density polyethylene (HDPE) is investigated by in situ synchrotron radiation wide-angle X-ray diffraction (WAXD) measurement over a wide temperature range from −10 to 130 °C. With the concept of stress-induced disordering of crystal, the ratio (φa/b) of lattice parameters a to b is defined as a new structural variable, which can reflect the lattice distortion and then the microscopic stress state of orthorhombic crystal (O-crystal). According to the temperature-dependent non-linear variation of φa/b with strain, the contributions of O-crystal and monoclinic crystal (M-crystal) to the macroscopic mechanics including linear elasticity, yielding, stress softening and strain hardening are clarified. It is found that M-crystal bears the main extensional stress once formed, although it survives within a limited strain window relying on temperature. By further combining the extensional phase diagram constructed in strain-temperature space, the HDPE deformation is recognized to undergo successively one-dimensional (1D) chain segments rotation of crystal, two-dimensional (2D) crystal plan shearing or slipping and three-dimensional (3D) recrystallization along with increasing strain or stress, demonstrating a multiscale structural transition and energy dissipation mechanism. Display omitted •A new structural parameter is defined to characterize the lattice distortion and the microscopic stress state of crystal.•Multiscale structural evolutions of crystal are connected to the macroscopic non-linear mechanics of HDPE under deformation.•The research method can be generalized to other semicrystalline polymers to understand the structure-mechanics relationship.