The realization of a fusion reactor is critically dependent on the successful development of high performance materials. Especially, the plasma facing components (PFCs) which basically consist of a direct plasma facing armor material and a heat sinking material. Tungsten (W) and Copper-alloy (CuCrZr) have been considered as the potential candidates for armor materials and heat sinking materials, respectively, due to their attractive nuclear and physical properties. However, due to the incompatibility of the coefficient of thermal expansion and the elastic properties between the W and the Cu-alloy as well as the non-homogeneous temperature distribution in PFCs, one of the crucial issues is the generation of thermally-induced residual stresses in W/CuCrZr PFC on cooling either during fabrication or during operation of fusion reactor. Therefore, the thermo-mechanical response of PFCs under high heat flux from the fusion reactor is a critical issue for the development of fusion technology. In the present work, in order to optimize the thermal and mechanical integrity of PFCs, thermally-induced residual stresses in W/CuCrZr PFCs with a compliant interlayer (OFHC-Cu: Oxygen Free High Conductivity Copper) are analyzed numerically by means of finite element method. Result indicated that the use of interlayer in PFCs could significantly reduce the magnitude and the concentration of thermally-induced stresses in comparison to the PFCs without interlayer. And also the optimum thickness for interlayer was suggested based on the current analysis conditions.