The interfacial microstructure and fractography of Cu/Al laminated composite fabricated by asymmetrical roll bonding and annealing were studied by scanning electron microscope. The peeling and tension tests were carried out to investigate the mechanical properties of interface. The results show that the interfacial interlayer is improved by heat treatment and higher annealing tenmperature weaken the interfacial bonding. The tensile properties of laminated composites fall in between two metal components. After annealed at 340 °C, copper substrate is nearly equal to aluminium substrate in ductility, and the crack degree of interface is lower. The mismatch elongation of metal substrates leads to the internal fracture of interlayer during tension tests. The interface plays an important role in strengthening the laminated composite as a transition between copper and aluminum.