Ductility of tungsten heavy alloys are very sensitive to processing parameters. One of those parameters is cooling rate from sintering temperature. In general, rapid cooling rate causes solidification shrinkage, leaving pores in W-Ni-Fe alloys, which are very detrimental to toughness. However, in the alloys without pores, the effect of cooling rate on their ductility is not well understood. In this study, W-Ni-Fe alloy rods were produced through liquid-phase sintering with various cooling rates from the sintering temperature. At higher cooling rates, pores were formed in the sintered alloys, resulting in poor ductility. However, in the specimens cut from the region without pores, the sintered alloys became tougher with increasing the cooling rate. The greater the cooling rate, the smaller the tungsten grain size and contiguity; thus the brittle neck area of tungsten-tungsten contact decreased. These microstructural findings can explain the beneficial effect of rapid cooling rate on the ductility of the W-Ni-Fe heavy alloys.