Micro-alloying effects of lanthanum in thermo-mechanical control process of manganese-chromium-molybdenum bainite rail steel are investigated through experimental simulation and microstructural characterization. The results show that the deformation strengthening effect is fully exerted by thermo-mechanical control process in steel containing 0.015 % lanthanum. Finally a kind of multi-layer bainite ferrite microstructure featured by 3.5 μm blocks, 0.41 μm plates and 108 nm sub-plates with ultrafine sub-subunits and 55 nm θ-M3C inside is achieved, which enhances the strength and toughness synergistically. And the nanoscale refinement mechanism of bainite ferrite plates lies in the formation of massive ultrafine sub-subunits with the average size of 20 nm ×32 nm. Besides, a large number of twinning martensite with the size of 2 nm to 20 nm and high-density entangled dislocations can be found on the boundaries of ultrafine sub-subunits. Further, the density of dislocation is increased by 2.92×1014 cm−2 and its contribution to the strength is calculated to be 18 MPa. Moreover, micro-alloying effects of lanthanum in thermo-mechanical control process are explored to be that lanthanum enhances the interaction between bainite ferrite plates and dislocations, strengthens the entanglement of carbon and θ-M3C with dislocations, and promotes the pinning effect of θ-M3C on ultrafine subunits.