Geopolymers, as an environmentally friendly material, have gradually become a potential alternative to traditional cement due to their low carbon emissions and excellent mechanical properties. However, the inherent brittleness and low crack resistance of geopolymer materials limit their wide application in engineering. This study developed a lightweight engineered geopolymer composites (LW-EGC) by incorporating fly ash cenosphere (FAC) to achieve a lightweight structure, while optimizing the content of multi-walled carbon nanotubes (MWCNTs), polyvinyl alcohol (PVA) fibers, and steel fibers to realize multi-scale toughening of LW-EGC. The bending behavior and microstructure of LW-EGC were investigated, and the multi-scale toughening mechanisms of MWCNTs and steel-PVA hybrid fibers in LW-EGC were revealed from a microscopic perspective. The results indicated that the density of the prepared LW-EGC ranged from 1347 kg/m3 to 1516 kg/m3, which is 36.8 %-43.9 % lower than that of traditional concrete. When the contents of MWCNTs, PVA fibers, and steel fibers were 0.15 %, 2.5 %, and 1.0 %, respectively, the sample exhibited the best compressive and flexural strengths, reaching 38.5 MPa and 11.20 MPa, respectively. The incorporation of steel fibers improved the ultimate load of LWEGC but reduced its ultimate deflection. The average ultimate load of LW-EGC with steel fibers was between 0.71 kN and 0.84 kN, and the average ultimate deflection ranged from 12.15 mm to 29.29 mm. Microstructural analysis revealed that PVA fibers primarily bridged microcracks, steel fibers provided support for macrocracks, and MWCNTs bridged nanoscale microcracks to achieve multi-scale toughening. The synergistic effect of steel-PVA hybrid fibers and MWCNTs in enhancing the toughness of LW-EGC was revealed.