A vacuum hot-pressed diffusion method was used to prepare an Al/Cu/steel composite with a gradient structure. The Al/Cu interface was investigated layer by layer by means of scanning electron microscopy, energy dispersive X-ray spectrometry, electron probe microanalysis, and Vickers microhardness. The results show that two kinds of intermetallic compounds, Cu9Al4 adjacent to the Cu side and CuAl2 adjacent to the Al side, are formed in the interface of Al/Cu. The conductivity is 0.369 mS/cm in the intermetallic compound with a thickness of 3.5 μm, higher than that of the intermetallic compound with a thickness of 23 μm, in which the conductivity is 0.242 mS/cm.