Thin graded W/Cu coatings plus subsequent heat treatment at 800°C are used to improve the interfacial adhesion between W and Cu. Specimen with ~500 nm thick graded W/Cu coatings were characterized and analyzed after thermal treatment at 550°C, 650°C and 800°C. At 800°C a significant change in the nanostructure is observed. The better adhesion is caused by W/W grain boundary diffusion processes and Oswald ripening of the nanometre-sized grains leading to their interconnection between each other and the W substrate. The phase and texture analysis of graded W/Cu indicates grain growth and diffusion processes of pure W and Cu. The stress analysis shows that the changes in the nanostructure of the W/Cu coatings correlates to the stress relieve of W at temperature starting from 650°C. After cooling of the coating to RT the residue intrinsic tensile stress is caused by thermal mismatches of the substrate and the 100% W layer of the coating.