Shock response and spalling behaviors of semi-coherent {111} Cu-Al multilayer are investigated by molecular dynamics simulations. Firstly, the influences of interfaces on shock wave propagation are studied. The simulations show that reflection-unloading happens when the shock wave propagates from Cu to Al and reflection-loading occurs when the shock wave propagates from Al to Cu. Strong discontinuities of stress components at the interfaces are revealed as well, the discontinuities are correlated to mismatches of Hugoniot curves and elastic-plastic properties of the two materials adjacent to the interfaces. Secondly, shock induced dislocation activities are studied. It is found that the stress barrier offered by the interface Cu-Al is smaller than that offered by Al-Cu. In fact, the resistance for dislocations to transmit through interfaces is determined by the coherency stresses, Koehler stresses and misfit dislocations at the interface. In addition, spalling fracture of Cu-Al multilayers after stress wave reflection at the free surface is studied. It is observed that ductile damage only nucleates in Al layer, rather than in Cu layers. This observation agrees well with the experimental results of Han (Acta Mater., 2014 (63) 150–161). Due to complex reflection and transmission of the stress waves at the interfaces, the profile of the free surface velocity histories of the multilayer target is quite different from that of the single-crystalline counterpart. In order to study thermal dissipation process during cavitation, analysis on thermal dissipation in the spalling damage zones is also provided in this paper. Moreover, contour plots and profiles of stress are illustrated to understand the spallation process of the multilayer target deeply. Tensile stress emerges in Al1 layer first, causing voids to nucleate; then the tensile stress wave attenuates rapidly and propagates to Cu1 and Cu2 layers. With the dissipation effect of damage and plastic deformation in the target, the tensile stress wave dissipates ultimately.