Designing complex cluster crystals with a specific function using simple colloidal building blocks remains a challenge in materials science. Herein, we propose a conceptually new design strategy for constructing complex cluster crystals via hierarchical self-assembly of simple soft Janus colloids. A novel and previously unreported colloidal cluster-χ (χc) phase, which resembles the essential structural features of α-manganese but at a larger length scale, is obtained through molecular dynamics simulations. The formation of the χc phase undergoes a remarkable two-step self-assembly process, that is, the self-assembly of clusters with specific size dispersity from Janus colloids, followed by the highly ordered organization of these clusters. More importantly, the dynamic exchange of particles between these clusters plays a critical role in stabilizing the χc phase. Such a conceptual design framework based on intercluster exchange has the potential to effectively construct novel complex cluster crystals by hierarchical self-assembly of colloidal building blocks.