The combination of various desired physical properties greatly extends the applicability of materials. Magnetic materials are generally mechanically soft, yet the combination of high mechanical hardness and ferromagnetic properties is highly sought after. Here, we report the synthesis and characterization of nanocrystalline manganese boride, CrB-type MnB, using the high-pressure and high-temperature method in a large volume press. CrB-type MnB shares the specificity of large numbers of unpaired electrons of manganese ions and strong covalent boron zigzag chains. Thus, manganese mono-boride exhibits "strong" ferromagnetic, magnetocaloric behavior, and possesses high Vickers hardness. We demonstrate that zigzag boron chains in this structure not only play a pivotal role in strengthening mechanical properties but also tuning the exchange correlations between manganese atoms. Nontoxic and Earth-abundant CrB-type MnB is much more incompressible and tougher than traditional ferromagnetic materials. The unique combination of high mechanical hardness, magnetism, and electrical conductivity properties makes it a particularly promising candidate for a wide range of applications.