Superconductivity and ferromagnetism in a number of uranium-based materials come from the same f-electrons with a relatively large effective mass, suggesting the presence of a band of heavy quasiparticles, whose nature is still a mystery. Here, UGe2 dynamics in both ferromagnetic and paramagnetic phases is studied employing high-field μ+SR spectroscopy. The spectra exhibit a doublet structure characteristic to formation of subnanometer-sized magnetic polarons. This model is thoroughly explored here and correlated with the unconventional physics of UGe2. The heavy-fermion behavior is ascribed to magnetic polarons; when coherent they form a narrow band, thus reconciling heavy carriers with superconductivity and itinerant ferromagnetism