A series of Cu-X (X = W, Mo, Nb, Cr, V, Al) films with similar Cu content (about 50 at.%) were prepared by dual-target co-deposition technique. By using this method, we found that the multilayered structure can be detected in Cu-W, Cu-Mo, Cu-Nb, Cu-V and Cu-Cr films, but not in Cu-Al films. Except for Cu-Al system, the multilayered structures are made up of Cu-rich and X-rich sublayers rather than conventional pure Cu and X layers. Based on our previous work, we further proved that the confocal targets, rotation of sample stage and the existence of diffusion barrier elements are the essential conditions for obtaining the multilayered structure within the films. The formation mechanism of the multilayered structure by co-deposition was discussed. Initially, the multilayered structure is formed by co-sputtering deposition with the sample stage rotation. And the multilayered structure can remain stable and become more prominent with the uphill diffusion of Cu in immiscible systems. However, in miscible systems, because of the interdiffusion and forming intermetallic compounds between Cu and X (such as Al), the initial multilayered structure can be interrupted and disordered. In addition, the morphology of multilayered structure formation also depends on the diffusion barrier abilities of the elements.