The challenge of fabricating nanostructured W–Cu composites by powder metallurgy has been solved by means of modulated phase separation. A hierarchically nanostructured (HN) W–Cu composite was prepared using intermediary Al through sluggish asynchronous phase separation. In addition to a dual network composed of a Cu phase and the W–Cu nanostructure, dense Al-containing nanoprecipitates with a body-centered cubic (bcc) structure are distributed in the W matrix. Compared with a pristine W/Cu interface, the newly formed W/Cu interfaces modulated by Al and the coherent W/Al-containing particle interfaces possess lower energy and enhanced bonding strength due to efficient electron transfer and strong coupling interactions. With a large number of stable heterogeneous interfaces and a ″self-locking″ geometry, the HN W–Cu composite exhibits excellent resistance against plastic deformation. The combination of the presented composite's hardness and compressive strength outperforms all other sintered W–Cu composites with the same Cu content. Under a reciprocating sliding load, the reactive Al prevents excessive oxidation. The excellent synergy of the hardness and toughness of the friction-induced surface endows the HN composite with high abrasion resistance. This study provides a new strategy to modulate the structure and energy state of interfaces in metallic composites containing immiscible components in order to achieve high mechanical performance.