Cu–W nano-multilayered films show great potential applications in microelectronic, plasma and nuclear fields due to the unique interfacial structure. In this paper, Cu–W films with different microstructures were synthesized by co-sputtering at different deposition temperatures. At room temperature, a nano-multilayered structure with the modulation period (λ) of 5 nm appears with alternatively arrayed W-rich and Cu-rich regions. With the increase of the deposition temperature, the periods of the nano-layers become larger and fuzzy, and finally the totally separated phases of Cu and W grains can be identified at temperature higher than 300 °C. The dominant mechanism of such microstructural evolution can be ascribed by the surface diffusion ability of the deposited atoms as evidenced by temperature as well as deposition time. The hardness of the films declines with the elevated temperatures and by analyzing the hardening mechanisms, the interfacial strengthening effect was verified due to the high hardness in nano-multilayered Cu–W films.