Nanoscale Al/W multilayers were fabricated by DC magnetron sputtering and characterized by transmission electron microscopy and high-resolution electron microscopy. Despite the large lattice mismatch and significantly different lattice structures between Al and W, a structural transition from face-centered cubic to body-centered cubic in Al layers was observed when the individual layer thickness was reduced from 5 nm to 1 nm, forming coherent Al/W interfaces. For potential mechanisms underlying the observed structure transition and forming of coherent interfaces, it was suggested that the reduction of interfacial energy and high stresses induced by large lattice-mismatch play a crucial role.