Immiscible Cu-W alloy thin films were prepared using dual-target magnetron sputtering deposition process. The structure evolution of Cu-W thin films during preparation was investigated by X-ray diffraction, transmission electron microscopy and high resolution transmission electron microscopy. In the initial stage of dual-target magnetron sputtering deposition process, an amorphous phase formed; then it crystallized and the analogy spinodal structure formed due to the bombardment of the sputtered particles during sputtering deposition process, the surface structure of the film without the bombardment of the sputtered particles was the amorphous one, the distribution of the crystalline and amorphous phase showed layer structure. The solid solubility with the analogy spinodal structure was calculated using the Vegard law. For Cu-13.7%W (mole fraction) film, its structure was composed of Cu-ll%W solution, Cu-37%W solution and pure Cu; for Cu 14.3%W film, it was composed of Cu-15%W solution, Cu-38%W solution, and pure Cu; for Cu-18.1%W film, it was composed of Cu-19%W solution, Cu-36% W solution and pure Cu.