The formation of weld seams in the rectangular section of continuously extruded copper tubes with unequal wall thickness was investigated via optical microscopy (OM), scanning electron microscopy (SEM), transmission electron microscopy (TEM), and universal electronic tensile testing machine. Results show that the weld seams are formed by the confluence of two fine grain belts with a grain size of 13.1~53.4 μm. As the continuous extrusion proceeds, the fine grains gradually grow to the similar grain size (100~200 μm) of the base material. Secondary grain refinement occurs as the fine grains pass through the compression zone of the die. Afterward, micropores in the welded interface disappear. Dynamic recrystallization occurs during continuous extrusion welding. The interface between the two metal is broken through dislocation migration, and new grains form. The bonding strength of the weld seams dramatically increases along the flow direction of the metal. The bonding strength increases from 63 MPa in the initial confluence area to 212 MPa at the outlet of the die, which achieves 98.1% of that of the weld seam-free zone. The number and size of dimples in the fracture of the weld seams gradually and simultaneously increase. The elongation increases from 0.5% to 35%, reaching 70% of that of the weld seam-free zone.