A thread rolling die includes a thread rolling region comprising a working surface including a thread form. The thread rolling region of the thread rolling die comprises a sintered cemented carbide material having a hardness in the range of 78 HRA to 89 HRA. In certain embodiments, the thread rolling die may further include at least one non-cemented carbide piece metallurgically bonded to the thread rolling region in an area of the thread rolling region that does not prevent a workpiece from contacting the working surface, and wherein the non-cemented carbide piece comprises at least one of a metallic region and a metal matrix composite region. Methods of forming a thread rolling die as embodied herein are also disclosed.