The novel Cu/Al laminated composites were successfully fabricated by twin-roll casting technology. And Microstructure observation shows that the thickness of the interfacial layer is only 0.8 μm, and the interfacial layer is composed of two sub-layers, i.e., Cu9Al4 and CuAl2. Benefited from excellent interfacial bonding condition, the interfacial bonding strength is as high as 81 N · mm−1. Tensile results show that high interfacial bonding strength can effectively inhibit the premature formation of interfacial delamination and promote the synergetic deformation of Cu and Al layers. The fracture elongation of Cu/Al laminated composites (48.4%) is extraordinarily higher than that of both Cu (28.9%) and Al (38.0%) layers. Meanwhile, the tensile strength of Cu/Al laminated composites (117.3 MPa) is also greater than the value calculated by the rule of mixture (94.0 MPa). In situ observation indicated that microcracks were firstly formed in the intermetallic layer during the tensile process. However, with increasing load, the microcracks in the interface region did not propagate into Cu or Al layers. And high interfacial bonding strength also made it difficult for cracks to extend along the bonding interface. This is the fundamental reason for the high strength and high ductility of Cu/Al composites prepared by twin-roll casting technology.