Many multilayered nano-structures appear to fail due to brittle matter along the interfaces. In order to toughen them, in this study, the microstructure and interface strength of multilayered thin films consisting of amorphous ZrCu and nanocrystalline Cu (with sharp or graded interfaces) are examined and analyzed. The interface possesses a gradient nature in terms of composition, nanocrystalline phase size and volume fraction. The bending results extracted from the nano-scaled cantilever bending samples demonstrate that multilayered films with graded interfaces would have a much higher interface bending strength/strain/modulus, and an overall improvement upgrade of more than 50%. The simple graded interface design of multilayered thin films with improved mechanical properties can offer much more promising performance in structural and functional applications for MEMS or optical coating.