The morphology and phase structure of Al/Cu explosive compounded interface were observed by scanning electron microscope, high-resolution transmission electron microscope and X-ray energy spectrometer. The results reveal that the interface of Al/Cu appears wave-like structure, with an average wavelength of 1.0mm and crest height of 0.3mm. Every wave has its front-nest. The wavelike interfaces are composed of microcrystal compound layer, non-crystal and nanocrystal. Several kinds of compounds such as Al9Cul2, Al4Cu9, Al2Cu, η-AlCu, β-AlCu3 and unidentified phase structure were found in Al/Cu interface. There are some bent lattice fringes around the front-nest. The research of microstructure in anchoring area revealed the nature of explosive cladding in metallurgical anchoring.