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In this study, the bonding of a CuW/Al composite with a Ni interlayer was designed and established by vacuum hot-pressing diffusion bonding. The interfacial microstructure was systematically discussed based on experimental characterization and first-principles calculations. The result indicated that the interface consisted of intermetallic compounds (IMCs) of Al3Ni2 and a few of Al3Ni. The interfacial microstructure significantly differed from the interface without the Ni interlayer. The growth kinetics of the Al3Ni2 layer followed a parabolic behavior, which was mainly affected by the volume diffusion mechanism. The interfacial thickness decreased significantly, and the average thickness was ~35 μm. The microstructural evolution revealed that Al3Ni2 was the phase that was formed first. By introducing a Ni interlayer, the interfacial strength was significantly enhanced due to the IMCs that were changed from Al–Cu and Al–W IMCs to Al–Ni IMCs. The maximum shear strength reached 90.9 MPa, which was increased by 76% compared to that of the sample without the Ni interlayer. An analysis of the fracture morphology analysis showed that the crack was prone to exist at the Al3Ni2/Ni interface and presented a cleavage fracture characteristic.