In this work, SUS 304 interlayers with different thicknesses were used to weld A6061 aluminum alloy and SUS 821L1 duplex stainless steel. The effects of interlayer thickness on welding results, air shock wave between plates, and weldability window were studied. The results indicated that the interlayer thickness had a significant effect on the welding results. The shear strength of the bonding was higher than 200 MPa, when the thickness of interlayer was 0.5 mm or 0.3 mm. With the decrease of interlayer thickness, the IMCs layer became thin. When the thickness of interlayer was 0.1 mm, the welding could not be achieved, due to the unmelted A6061. The air shock wave between the plates was studied. The pressure peak of the air shock wave was calculated using “Piston model”. The fluid–solid coupling finite element method was used to simulate the pressure in “Piston model” and the movement of the two different thickness interlayers (0.8 mm and 0.1 mm) under the action of the air shock wave. The simulation results indicated, with the increase of distance, the pressure peak of the air shock wave changed little, but the action time increased significantly, which improved the impulse of the air shock wave. It was proposed the influence of air shock wave should be reduced or eliminated when welding large area plates. The smoothed particle hydrodynamics (SPH) method was used to simulate the oblique impact process of the plates, and the unwelded samples were analyzed using the simulation results. In the analysis of weldability window, the influence of the interlayer on the upper and lower limits was examined, it was found that the interlayer led to an upward shift of the upper and lower limits, and the weldability window was expanded; the K value of the lower limit was obtained using numerical simulation. The collision angle between interlayer and base plate was estimated using numerical simulation.