The microstructure of multiferroic LaFeO3-YMnO3 (LFO-YMO) multilayers grown on (001)- and (111)-SrTiO3 substrates is characterized by the transmission electron microscopy (TEM). Detailed TEM characterization reveals that LFO-YMO multilayers grown on both substrates have clear layer-by-layer morphology and distinct chemical-composition layered structure. The most notable feature is that LFO-YMO multilayers grown on (001)-SrTiO3 substrate have three types of domains, while those on (111)-SrTiO3 have only one. The multi-/twin- domain structure can be qualitatively explained by the lattice mismatch in this system. The details of the domain structure of LFO-YMO multilayers are crucial to understanding their magnetic properties.