Explosion welding was carried out on the basis of vacuum hot melt W/CuCrZr composite plate. Metallurgical microscope, scanning electron microscope and energy dispersive X-ray spectroscope were used to observe the microscopic morphology of the bonding interface. At the same time, combined with finite element calculations, the evolution mechanism of the interface of the hot melt explosion welded W/CuCrZr composite plate was explored. The results show that the interface bonding of the hot melt explosion welded W/CuCrZr composite plate is good and there is a cross-melting zone with 3–8 μm in thickness, but cracks are developed on the W side. The numerical simulation reproduces the changes of pressure, stress, strain and internal energy at the bonding interface in the process of hot melt explosion welding. The location of the crack generated in the experiment coincides with the high stress position calculated by numerical simulation. The high pressure and high temperature near the hot melt explosion welding interface further promote the bonding of the interface.