The bonding formation for ultrasonic welding of dissimilar metals has been shrouded in mystery because of the complex thermomechanical behavior at the bonding interface. We investigated the microstructure and phases at the bonding interface of ultrasonically welded aluminum to copper joints using transmission electron microscopy, and found a ~10 nm thick transition layer composed of amorphous phase and nanocrystallines, which was believed to form the bonding between these two metals in addition to mechanical interlocking observed at a larger scale. Interdiffusion of parent elements (i.e. Al and Cu) was noticed in the amorphous phase, which was mainly driven by plastic deformation in solid state introduced by ultrasonic vibration. High densities of dislocations and stacking faults were also observed in the parent metals close to the transition layer, confirming the effects of severe plastic deformation.