Existing thermal management materials suffer from high thermal resistance, low strength and many interfacial defects. To solve these problems, in this study, Cu/Mo70Cu30/Cu (or CPC) composite was prepared by using fusion infiltration technology with Cu wrapped Mo (Cu@Mo) composite powder as the raw material, and CPC samples with a thickness of 1.8 mm and three layer thickness ratio of 1:4:1 were further processed using a jacket rolling process. Results showed that using the Cu@Mo composite powders and following melting and infiltration processes not only changed the interfacial homogeneous structures of composites from mechanical bonding to metallurgical bonding, but also created good thermal conductivity channels of Cu in the MoCu core structure. The large rolling rate of plastic deformation created a 0.7 μm wide transition zone at the Cu/MoCu interface, resulting in efficient heat and stress transfer between two phases of molybdenum and copper. The composites showed a high densification rate larger than 98 %, a thermal conductivity of 270.8 W/(m·K), a coefficient of thermal expansion of 7.96 × 10−6/K at 30 °C, and a tensile strength of up to 542.5 MPa.