In this paper, diffusion bonding was adopted to join 9Cr martensitic/ferritic heat-resistant steels using an electrodeposited Ni interlayer with a thickness of 40 μm. In addition, the effect of tempering treatment after diffusion bonding on the microstructure evolution and mechanical properties of the bonding joints was investigated. It was found that a transition region with face-centered cubic (FCC) structure was formed between the steel and Ni interlayer. The transition region was the solid solution of (γFe,Ni) rich in Ni component, being related to martensite in the base metal by the Kurdjumov–Sachs (K-S) orientation relationship. No intermetallic compounds were detected at the bonding joints before and after tempering treatment. After tempering treatment, the transition region had higher dislocation density than other regions, due to the higher pinning effect of solute atoms acting on the dislocation than that of the matrix. Tensile tests indicated that tempering treatment improved the mechanical properties of the joint, since the samples after tempering treatment fractured in the base metal, whereas the specimens without tempering treatment fractured at the joint interface.