Steel sandwich sheets (steel-polymer-steel), which are composed of lightweight polymers bonded on both sides with rigid steel sheets, have recently been developed as functional lightweight materials. In this study, a steel sandwich sheet (electrogalvanized (EG) steel sheet-polypropylene (PP)-EG steel sheet) with improved normal adhesion is fabricated without adhesives. Instead, adhesion is achieved via mechanical interlocking between the etched EG steel sheets and PP. Hierarchical structures were formed on the EG steel sheet surface by electrochemical etching to attain effective mechanical interlocking for improving normal adhesion without any adhesives. In the case of the EG steel sheet etched at 6 V for 7 s, a high fraction (∼35%) of holes (size: <1 μm2) with nanoscale scalloped structures was formed on the EG steel sheet surface. The normal adhesion test result of the fabricated steel sandwich sheet showed that the adhesion strength increased from virtually 0 (bare) to 559.6 kPa as a result of mechanical interlocking. The results of the focused ion beam-scanning electron microscopy and energy-dispersive spectrometry analyses confirmed the cohesive failure of PP resulting from the successful mechanical interlocking of PP with the holes formed on the etched EG steel sheet. To examine the effect of hierarchical structures on the normal adhesion of the steel sandwich sheet, finite element analysis was implemented.