Cu/Al bimetallic composite rod was successfully fabricated by 4 passes ECAP at room temperature and post-annealing. Scanning electron microscopy (SEM), energy dispersive spectroscopy (EDS), X-ray diffraction (XRD) and electron backscatter diffraction (EBSD) were used to investigate the microstructure of the bonding interface of Cu/Al bimetallic composite rod, and the interfacial bonding strength was also tested by shear test. The results show that under the severe shear deformation during ECAP process, mechanical bonding occurred firstly at the interface of the Cu/Al bimetallic composite rod through plastic deformation, and then the mutual diffusion between copper and aluminum atoms were promoted during the post-annealing. Under the combined effects of large pressure, high temperature and concentration gradient, a good metallurgical bonding at the interface of the Cu/Al bimetallic composite rod was formed. The thickness of Cu/Al interface layer was about 1.47 μm and a new phase of intermetallic compound CuAl2 was generated, consisting of ultrafine grained (UFG) microstructures with high angle grain boundaries and homogeneous distribution, and there was no obvious preferred grain orientation. The average shear strength of Cu/Al bimetallic composite rod was 28.94 MPa, showing the good interface bonding quality. Moreover, the main shear failure mode was brittle fracture.