In the present study, Al/Cu/Mg multi-layered composite was produced by accumulative roll bonding (ARB) through seven passes, and the microstructure and mechanical properties were evaluated. The microstructure investigations showed that plastic instability occurred for the both copper and magnesium reinforcing at the primary sandwich. Also, a composite with the perfectly uniform distribution of copper and magnesium reinforcing layers were prepared at the last pass. By increasing the number of ARB cycles, the microhardness of the layers including aluminum, copper, and magnesium was significantly increased. The ultimate tensile strength of the sandwich was enhanced continually and reached to the maximum value of 355.5 MPa. This strength value was about 3.2, 2 and 2.1 times higher than that of the initial value of strength for aluminum, copper and magnesium sheets, respectively. Investigation of the tensile fracture surfaces during the ARB process indicated that by increasing the number of the ARB passes, the fracture mechanism changed to shear ductile at the seventh pass.