The combination of the high wear resistance and mechanical strength of W with the high thermal conductivity of Cu makes the Cu/W system an attractive candidate material for heat sinks in plasma experiments and for radiation tolerance applications. However, the resulting mechanical properties of multilayers and coatings strongly depend on the microstructure of the layers. In this work, the mechanical properties of Cu/W nanomultilayers with different densities of internal interfaces are systematically investigated for two opposite in-plane stress states and critically discussed in comparison with the literature. Atomistic simulations with the state-of-the-art neural network potential are used to explain the experimental findings of Young’s modulus and hardness. The results suggest that the microstructure, specifically the excess free volume associated with porosity and interface disorder interconnected with the stress state, has a great impact on the mechanical properties, notably Young’s modulus of Cu/W nanomultilayers.